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Director/ Rates/Forex ALGO Lead

Employer
Garrison Associates, LLC
Location
New York, USA
Salary
350k - 425k
Closing date
Nov 15, 2022

View more

Job Function
Trading
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
A Leading Global Investment Bank in Manhattan is looking for a Full-Time, Permanent, Employee for a Director/ Rates/Forex ALGO Lead.

Will be responsible for Macro Algorithmic Trading and Market-Making based on Quantitative Modeling of Price Trends, Fair Value and Cross Asset Correlations.

Will be the Technical Lead of complex algorithms such as cross-asset multi-leg spreaders, RFQ risk mgr., smart order routers, basket, and basis trading, contingent sweep, and post, involving futures (CME), and Eurodollar and SOFR packs and bundles. Also, Cash treasury bonds, IRS swaps and spreads in dealer to dealer (D2D CLOB), dealer to client(D2C) and SEF markets.

Location: Midtown NYC.

THIS IS A HYBRID POSITION- 1 WEEK- 2 DAYS IN THE OFFICE (3 DAYS REMOTE), AND THE NEXT WEEK 3 DAYS IN THE OFFICE (2 DAYS REMOTE).

Must have 5+ years of solid experience in related ALGO/Pricing development.

Manage a team of 10+ developers and QA.

Must have good domain expertise and show ability to discuss business logic details on various ALGO implementations with the trading community.

Interact closely with front office FX/Rates eTrading head, quants and traders on optimizing existing ALGO performance, and develop new ALGOs and Pricing requirements.

Development of ALGO is in JAVA programming language and candidate should be proficient in high performing JAVA server-side development.

Develop a robust and high performing ALGO Container to host multiple ALGOs, along with horizontal scale-out for higher capacity.

Deep understanding of D2D and D2C FX and Rates market structure, Regulations, and Industry trends.

A background in statistics is necessary.

Ability to perform statistical analysis on ALGO and Pricing performance.

Integrate the ALGO platform with reference data, market data, Smart Order Router, OMS/EMS, position management, time series data warehouse, trading risk controls, etc.

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