中金公司Algorithmic Trading Quant Developer
企业直聘
发布时间:2022-01-12
招聘类型:社会招聘
来源:中金公司
岗位热度:1
公司/部门:股票业务部 工作地点:上海市
工作职责:
As part of the Algo trading team, the candidate’s main job is to collaborate with traders, quants as well as other development groups, to build and deploy Algo trading engine and carry out routine maintenance. The job duties associated with this role may be expected to include, but not limited to:
Build robust and scalable production infrastructure that implements trading strategies and Algo trading systems;
Build real-time messaging pipelines that transform, aggregate and filter data from multiple sources (such as exchange) as required by Algo models, and develop robust storage procedures;
Troubleshoot and resolving any systems related issues and handle the release of code fixes and enhancements;
Implement client custom strategy requests;
任职资格:
Knowledge
Solid understanding of production environments, object oriented programming, design patterns, data structures;
OMS(order management systems) related knowledge and techniques (such as FIX);
Strong knowledge in real-time application development;
Familiarity with equity trading order flows, from trade acknowledgement, execution, operation and settlement;
Reasonable understanding of quantitative techniques, statistical skills and econometrics;
Skills and Abilities
3 years + experience in a trading system related environment ;
Strong experience in real-time market data and automatic trading applications
Familiar with the FIX protocol and exchange connectivity;
Advanced programming skills in Java, Python and Linux;
Excellent verbal and written skills and ability to effectively communicate with quant researchers, traders, data/technology partners and senior management;
Experience in Kdb/q, low-latency technologies and/or DMA is a plus;
Qualifications
Undergraduate/Graduate degree in Computer Science, Software Engineering or equivalent;