Quant Developer - Debt E Strats - IIT/NIT/BITS

As the fixed-income market evolves due to regulatory pressures and market forces, the market microstructure in this asset class is witnessing start of a dramatic change. Liquidity is low and fragmented and products are getting standardized. This has created a tipping point for E-Trading in fixed income to grow tremendously in the coming decade - just as the period 2000-2010 saw rapid electronification of equity markets globally.

Development of E-Trading applications offers the individual an opportunity to leverage their engineering education and analytical abilities to build and maintain applications that service a number of functions in the front office focused on flow credit from algo trading.

Centre is looking for extremely bright candidates for the role of Quant Developer to work in the E-Strats team within Fixed Income. Strats are a group of quants and quant-devs employed in the front office to deliver trading, risk and analysis tools through the full lifecycle of a trade from quoting on a market to end of day reporting. The specific role is to work with trading algorithms and client analytics. The E-Strats team is responsible for the electronic market making books for the desk as well as providing innovative tools.

ROLE

- Developing and enhancing Algo trading applications and risk libraries.

- Analyzing and building financial and mathematical models to be used for forecasting and computational simulation

- Generating market impact metrics, hit rates, client analytics and flow reports.

PERSON SPECIFICATION:

Technical Skills:

- Educational background from a Tier-1 institution (Computer Science / Mathematics / Statistics / Engineering / Physics )

- Extremely strong analytical and quantitative skills

- Strong Object Oriented Programming skills are required

- Data structures (maps, lists, vectors, queues) and use cases

- Design patterns (factory, builder, adaptor, iterator, listener, producer/consumer, lambda functions, etc.)

- Object oriented programming (polymorphism, interfaces)

- Uses of singletons, static, global variables, const and immutability concepts

- Exception handling

- Experience working with tick data and analytical processing applications.

Preferred skills for Java:

- Java 8

- Functional Programming

- Preferred skills for C++ :

- C++11/14

- Standard template library, boost

- KDB/Q experience

- Web development experience, JavaScript, Python, HTML5

- Experience in predictive modelling, time series forecasting and data mining techniques

- Experience in financial markets / HFT / Algorithmic Trading is a definite plus