job position:计算机想转投行的机会来了！

hedge

www.marketoday.com

Build Algorithims - Algo Execution system - C# NYC 200 K

Company     Huxley Associates

Location    USA-NY-New York City

Remuneration     200,000

Position Type    Employee

Employment type    Full time

Updated    13 Aug 2008

eFC Ref no  457286


This role is well suited for a highly motivated developer to algorithms for a cutting edge automated trading and execution system. C++ core framework, C# is used to develop the algorithms.
This role is well suited for a highly motivated developer to algorithms for a cutting edge automated trading and execution system. C++ core framework, C# is used to develop the algorithms.
Your main role will be to work directly with the desk to build and implement C# execution algorithms with focus on real time, high frequency optimization. You will also take part in building in C# .NET both real-time and on-demand systems from scratch, gaining exposure to the entire development process, front to back.

Your success in this role will require advanced technical skills which should include strong C++ and C# programming on a windows platform, multi-threading, socket programming and ideally FIX protocol. The successful candidate will understand electronic trading platforms, exchange links, priority cues, and electronic markets With CBOT, LIFFE, Espeed, CME and BrokerTec

Understanding of VWAP Strategy, a proprietary algorithm and VWAP is used when executing a trade will be major bonus. Experience with automated trading, black box trading systems, exchange gateways and Smart Order Routing will be a major plus as well.

This project has great buy in from the business, for this reason this team is composed of Ivy league quality Computer science experts. Knowledge of c#, FIX, virtual machines will be key.

Essential skills Expert level C# .Net, serve side and GUI exp. Full life cycle development experience C# trading application development and design for the gateway interface. TIBCO, FIX 4.2,ATL COM, Trading Technologies API TCP/IP, UDP Multicast FIX order server development Java experience is plus. Must know SQL and Excel is very important for success

If you have interest in this role and feel you may be a good fit please apply and forward me your resume. Please quote reference JHMI or alternatively telephone to discuss on 212 。。。。。。

For more detail, pls visit www.marketoday.com