Senior Java Developer

Job Purpose:

We are looking for a bright and motivated Junior or Senior Software Developer to join us in assisting our client, a Large Hedge, building solutions associated with their Equity Trading and Execution, Portfolio Management,, and Risk Management groups.  The individual will be involved in one of multiple projects, primarily building out the firm’s Order and Execution Management System (OMS/EMS), but with the potential to be heavily involved in building and enhancing the firm’s quantitative and statistical risk analysis platforms.  The ideal candidate is a very strong developer that understands architecture. Previous experience with relevant systems (OMS, EMS, VaRr, Quant) is preferred, however the client is willing to train a candidate that has the right development skill set.

·         General:

·         Work with in tandem with current development staff to develop solutions for various projects

·         Learn about various business functions to comprehensively understand requirements/deliverables

·         Create Automated QA suites leveraging a testing resource for Regression/Functional Testing       

·         Order and Execution Management System (OMS/EMS):

·         Architect and Develop core components of client’s proprietary OMS/EMS used by the global trading desk

·         Implement High Availability, Disaster Recovery, and Redundancy ensuring fault tolerant 24/5 availability.

·         Add redundancy and fault tolerance to global FIX routing infrastructure covering Equities, Options, Futures, and Preferreds to over 150 global venues of execution (Cash,  Dark Pool, Algorithm, ECNs, EMS)

·         Build and integrate with tools to quantitatively analyze execution quality of various Brokers,  Algorithms, and Exchanges implementing Pre and Post Trade Transaction Cost Analysis (TCA)

·         Equity Quantitative Analysis(Multi-Factor)

·         Build analytical apps leveraging models produced by in-house Quantitative Portfolio Construction teams

·         Enhance Real-Time portfolio analysis system to provide analytics based on quant models to managers

·         Help support various data collection and processing for the use of proprietary quantitative models

·         Deliver tactical solutions for monitoring portfolio risk exposures and modeling hypothetical portfolios

·         Risk Platforms (VaR):

·         Improve infrastructure to speed up computations and add enhance the server/client infrastructure

·         Enhance coverage for multi asset-class portfolios adding coverage for new asset types (Treasury, Credit)

·         Build  tools that help drive capital allocation and risk management decisions based on risk calculations

Skills/Qualifications:

·         Deep understanding of Core Java (5,6), application server development, and Open Source toolkits

·         Fundamental understanding of Distributed System Architecture, Testing, and Agile Development

·         Strong communication skills and ability to clearly explain technical concepts

·         Must have 4-8+ years of equivalent experience working with multi threaded server based systems

·         Must be interested in learning about finance; knowing the investment business fairly well is a plus.

·         Must have excellent verbal/written communication to communicate architecture and document progress

·         Basic SQL query composition skills

·         Understanding of the following is beneficial:

o    Trading, FIX, Market Structures, Algorithms, OMS/EMS

o    Value at Risk (VaR), Option Valuation, Time Series Analysis

o    Numerical Methods, APT/Multi Factor Risk Models, Statistics

o    Hedge Funds, Security Master, Trading and valuation, and Accounting Data

·         Team oriented with the ability to multi-task, and a critical and independent thinker.

·         Strong Analysis and Problem Solving skills, ability to break down a problem into digestible components

Education/Certification:

·         BS in Computer Science or equivalent is required (from a top university is preferred)