Fixed Income KDB Algo Developer

Description de la mission

Job Title: Fixed Income KDB Algo Developer
Location: London
CONTEXT
Mission with the eFI Algorithm team in a front office environment to help develop and analyze the pricing, trading, hedging and risk management algorithms for Fixed Income products.
The role is within a small team focused on pricing and risk management for the algo trading desk for FI.
The team has short feedback cycles, frequent deliveries of hours to days, direct contact to stakeholders and the trading desk.
KEY RESPONSIBILITIES
Liaise with traders to understand requirements and draw parallels with solutions in other products and between Algo+ Flow trading.
Perform ad-hoc statistical analysis of algorithm performance, behavior, market data, client behavior.
Help monitor the deployment of new and modified trading algorithms to ensure we are compliant with the firm’s obligations and that the release process is strictly adhered to.
Design dashboard to monitor the trading algorithm
KDB maintenance and evolution
Compliance monitoring tool development
Provide technical assistance and 3rd line support to internal KDB+ Production Support teams.
Participation on software releases which may be performed out of hours/weekends.
SKILLS AND EXPERIENCE:
Clear communication & systematic reasoning.
Deep experience with Q/KDB+ working in a similar environment.
Have front office knowledge of the FI business or quantitative finance.
UNIX OS knowledge.
Knowledge about software delivery process and methodologies.
Knowledge of Altair Panopticon would be a distinct advantage