You will join the Quantitative Fixed Income Engineering team which builds applications that deliver quantitatively led pricing and trading solutions for the Repo and Rates businesses
Job Summary
You will join the Quantitative Fixed Income Engineering team which builds applications that deliver quantitatively led pricing and trading solutions for the Repo and Rates businesses.
You will focus on development of low latency algos, related components and frameworks.
We are committed to providing an environment with your development and wellbeing at its centre.
Matching Summary
You will join the Quantitative Fixed Income Engineering team which builds applications that deliver quantitatively led pricing and trading solutions for the Repo and Rates businesses.
Skills & Requirements
Must-have
core Java on Unix/Linux
low latency algos development
modern software development practices
high performance trading applications
continuous delivery experience
Nice-to-have
collaboration with traders and quants
team software development process improvement
strong interpersonal communication skills
flexible working arrangements
Key Requirements
Bachelor’s degree or equivalent qualification/work experience
High performance and/or low latency development experience
Excellent core Java skills
Familiarity with KDB, Q, python, and shell scripting