Senior Low-Latency Quant Trading Engineer

ICAP; New York (NY); Hybrid; USD 140.000 - 173.000; Vollzeit

Benefits dieser Stelle

Hybrid work model

Zusammenfassung

Liquidnet, part of the TP ICAP Group, seeks a Quantitative Trading Strategy developer in New York to lead the design and delivery of next-generation, low-latency trading algorithms. You will collaborate with Quants, Product, and Sales to implement advanced models, signals, and custom client solutions.

The role requires 3–5 years of hands-on experience in equities/derivatives trading strategies, strong Java/Linux OO design skills, and a practical, results-driven mindset.

Qualifikationen

• BS/BA degree or higher in Computer Science, Mathematics, or related Engineering field.
• 3-5 years’ experience developing low latency trading strategies in Equities, Futures or Listed Derivatives (execution algorithms, prop strategies, risk trading, smart routing etc.)
• Proven track record in designing, developing, and implementing trading strategies such as benchmark tracking, liquidity seeking and dark aggregation algorithms.
• Has intimate knowledge of lit and dark market micro-structure, order types, liquidity, market data and regulatory matters (Reg NMS, ISO orders, MiFID II, dark pools, liquidity seeking, venue heat maps, etc.) in the US and/or other global markets.
• Prior experience in efficient implementation of quantitative models, performing statistical data analysis, building/using data visualization tools and conducting simulation and back-testing of strategies.
• Expert proficiency with computer technologies including Java, Linux, and OO Design with a focus on performance, re-usability, test automation and flexibility for customizations.
• Proven ability to work effectively across quant, product, sales, and operations teams.
• Demonstrated development skills in a collaborative, team-oriented style.

Aufgaben

• Design, build and maintain Liquidnet’s Next Generation Global Algorithmic Trading platform including highly customizable 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.

Kenntnisse

Low latency trading

Equities / Futures / Derivatives

Trading algorithms

Quantitative modeling

Statistical analysis

Java

Linux

OO design

Cross-functional collaboration

Back-testing

Ausbildung

BS/BA in Computer Science, Mathematics, or related Engineering field

Tools

Solace

29West

Jobbeschreibung

Liquidnet, part of the TP ICAP Group, seeks a Quantitative Trading Strategy developer in New York to lead the design and delivery of next-generation, low-latency trading algorithms. You will collaborate with Quants, Product, and Sales to implement advanced models, signals, and custom client solutions.

The role requires 3–5 years of hands-on experience in equities/derivatives trading strategies, strong Java/Linux OO design skills, and a practical, results-driven mindset.