The eCommod strat team creates systems to automatically price, trade and hedge commodities. We trade in a variety of different markets, from fast moving products such as gold to very illiquid grades of crude with clients and on exchange. The challenge is develop algorithms or quant-routines which can accurately reflect a fair price from a number of different inputs of varying quality; and do so robustly within a low latency & high bandwidth environment that can deal with the large transaction volume we see. We work within the cross-asset FICC SMM engineering team and share code, infrastructure and knowledge very freely with other asset classes.
You will work in fast-paced collaborative development environment.You will research and implement your ideas directly impacting firm pricing and risk-management. You will have exposure to a broad range of financial and technical challenges and solutions.
RESPONSIBILITIES AND QUALIFICATIONS:
- Design, implement and maintain software to the demanding standards of automated trading systems
- Monitor, research, and optimize pricing, trading, and hedging performance
- Collaborate within FICC SMM to build out new businesses and to grow the capacity and scope of existing ones
- Work with sales teams and other trading desks to improve client service through automation and enhance the firm’s overall franchise
Who We Look For:
- Someone independent, motivated, practical
- Someone passionate about technology with a commitment to code quality
- Someone with interest in risk management, financial markets
- Exceptional software engineer with experience in Java, Python, C++ or similar language
- Knowledge of probability, statistics & optimization
- Excellent problem solving / analytical skills
- Independently driven and organized
- Skilled communicator and collaborator
- Experience in Linux, high-performance computing, and networking a plus
- Knowledge of finance, hedging, risk management and commodities markets a plus.