Algorithmic Trading Developer

TP ICAP Group; London; Hybrid; GBP 60,000 - 100,000; Full time

Job description

The TP ICAP Group is a world leading provider of market infrastructure.

Our purpose is to provide clients with access to global financial and commodities markets, improving price discovery, liquidity, and distribution of data, through responsible and innovative solutions.

Through our people and technology, we connect clients to superior liquidity and data solutions.

The Group is home to a stable of premium brands. Collectively, TP ICAP is the largest interdealer broker in the world by revenue, the number one Energy & Commodities broker in the world, the world’s leading provider of OTC data, and an award winning all-to-all trading platform.

Founded in London in 1866, the Group operates from more than 60 offices in 27 countries. We are 5,200 people strong. We work as one to achieve our vision of being the world’s most trusted, innovative, liquidity and data solutions specialist.

Role Overview

Liquidnet is seeking an exceptional and experienced Algo Trading developer to join the Global Trading Technology team. This experienced individual has a proven track record of developing quality software and trading strategies in a world class financial services organization.

Algo Trading is one of the main driving forces in today's Equity Markets. Providing clients with superior order execution while minimizing their market impact and risk exposure, trading strategies and smart order routing is a rapidly expanding field. These platforms are driven by quantitative analytics, real time market data, historical tick data, market signal events, and statistical analysis. The Equities Global Trading Technology organization is responsible for developing, supporting, and delivering these state-of-the-art trading solutions to end-users including internal trading desks as well as buy-side clients.

We are looking for an outstanding candidate to be a part of agile, highly professional team delivering client-facing, high-availability, low-latency trading algorithms and related technology. This person is responsible for developing and supporting the products and will report to the Head of Algo Development.

Role Responsibilities

• Participate in the full lifecycle of designing, developing, test automation and monitoring of Liquidnet’s Next Generation Global Algorithmic Trading platform and low latency trading strategies as well as key infrastructure components such as low latency order management and order handling, rules engines and other algorithmic trading components.
• Work closely with Quants on implementation of trading algorithms, quantitative models, and analytical signals.
• Work with Product and Sales teams on client requests and algo customizations.
• Develop innovative solutions in a strategic, pragmatic way.
• Succeed in a collaborative development environment.
• Be curious and inquisitive around industry trends and strive for continuous improvement.

Experience / Competences

Essential

• BS/BA degree or higher in Computer Science, Mathematics, or related Engineering field.
• Expert proficiency with computer technologies including Java, Linux, and OO Design with a focus on performance, re-usability, test automation and flexibility for customizations.
• Experience developing trading systems (backend) for Equities, Futures or Listed Derivatives (ideally execution algorithms, prop strategies, risk trading, smart routing etc.)
• Experience based knowledge of Equities market microstructure and trading workflows. This includes but not limited to trading venues, order types, market data, applicable regulations and order routing.
• Aptitude and ability to efficiently implement quantitative models, perform statistical data analysis, build/use data visualization tools and conduct simulation and back-testing of strategies.
• Previous experience working effectively with front office trading teams.
• Demonstrated development skills in a collaborative, team-oriented style.

Desirable

• Experience designing, developing, and implementing of trading strategies such as benchmark tracking, liquidity seeking and dark aggregation algorithms.
• Experience in Agile Methodologies.
• Experience with low latency messaging products, such as Solace and 29West.
• Knowledge of event-driven (pub/sub) programming models.

Job Band & Level:

Professional / 5

#LI-Hybrid #LI-MID