Title: Quantitative Developer, Core Java, Algorithmic Trading, SQL, Database Design
Major Global Financial Company
Location: Midtown Manhattan
Compensation: Open/Market Rate
Permanent hire

DESCRIPTION
-Excellent Opportunity!
-Join a Leading Global Financial Company with state of the art technology and world class talent, where you will have a lot of visibility and the ability to move and grow quickly.
-You will be a Sr. Quantitative Developer for an Equity Analytic Trading project.
-The projects purpose is to acquire the data required to calculate trading costs and to statistically analyze trading patterns, and use the results to improve trading efficiency.

-A Microsoft SQL Server database in which trade history data from multiple source trading applications is collected and cross-referenced in order form a continuous history from order generation to order execution.
-Market Data Collection complex
-A set of processes to collect global, real-time market data and create a permanent market data historical database.
-All processes use the KDB+ database and are written in the Q programming language.
-Reports and extracts
-Reports measuring trading costs are provided to trading desk management.
-Reports and data extracts are provided to quantitative analysts to support further research.
-Responsibilities of this position include the following:

-This responsibility would include training and managing off-shore resources to monitor over-night processing
-Responsible for design and development of new functionality using on-shore and off-shore resources to do coding. The range of tasks would be:
-Projects to support research by Quantitative Analysts
 management to monitor the trading efficiency of the desk
-Projects to integrate the results of trading analysis back into the trading strategies used by the desk.

REQUIREMENTS:
-Strong Core Java Developer
-Algorithmic Trading
-SQL
-Database Design,
-stored procedures, triggers, complex queries.
-Must have supported Traders or Quantitative Analysts.
-Ideal candidate should have a significant experience in the analysis, design, construction, testing and back-testing of computer-based quantitative equities trading strategies.
-experience working closely with quantitative analysts and should have had exposure to statistical terms and techniques commonly used in financial applications (e.g. volatility, alpha, beta, regression analysis).
-must be completely committed to learning Q, with training provided by the company, as a job requirement.
-Experience developing software to process a level 1 market data feed would be an advantage
-should be a team player, willing to work openly and cooperatively within a multi-disciplinary team composed of members from various business units.
-should have small team leadership experience.
-extensive object oriented design experience
-database design experience
-Linux or some other Unix variant (should be comfortable analyzing CPU, disk and network interface capacity issues)