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JAVA/C++/Quantitative Developer: Cross Asset:, London
- UK - City of London - London
- Highly Competitive
- Full-Time Contract/Temp
- Financial Services - Information Technology
- 03-09-08
Job Description
This top tier Investment Bank is looking for an individual to take a key position within the banks’ most important business project. The candidate will work in Front Office alongside Traders developing various programs whilst supporting the team’s growth, and utilizing their programming skills (JAVA and C++) in an exciting role.
Overview:
Working in Front Office developing and supporting their growth utilizing JAVA/C++.
Operating within Cross Asset classes: Foreign Exchange, Options, Equity Derivatives.
Working within the EUROPEAN market from within an exciting LONDON based team.
Utilizing strong JAVA and C++ programming skills to develop a wide range of cutting edge tools and programs
Involved in the Full Life Cycle of the programs development: from conceptualizing to implementing
Will be working on:
Smart Order Routing
Order Management Systems
Need to understand Latencies
Pricing Infrastructure
Pricing Libraries
Exchange Connectivity
Algorithmic Strategies
Algorithmic Platform
Fluid Dynamics
Computational Geometry
Required Qualifications:
Bachelors through to PhD in Maths/Physics/Computer Science or Computer Engineering would be ideal
Advanced technical expertise and significant experience with JAVA and C++
Experience in SWING/MULTI-THREADING/REAL-TIME are essential
Experience with Spring Frameworks a real bonus
Experience within any of the mentioned asset classes would be a plus
You will gain experience of the market due to the front office exposure.
Highly Competitive Compensation
Please apply below to explore further
(CV submissions in Word Format only quoting the Job title in subject line)
jobs@selbyjennings.com
+44 (0) 207 019 4137
www.selbyjennings.com
Overview:
Working in Front Office developing and supporting their growth utilizing JAVA/C++.
Operating within Cross Asset classes: Foreign Exchange, Options, Equity Derivatives.
Working within the EUROPEAN market from within an exciting LONDON based team.
Utilizing strong JAVA and C++ programming skills to develop a wide range of cutting edge tools and programs
Involved in the Full Life Cycle of the programs development: from conceptualizing to implementing
Will be working on:
Smart Order Routing
Order Management Systems
Need to understand Latencies
Pricing Infrastructure
Pricing Libraries
Exchange Connectivity
Algorithmic Strategies
Algorithmic Platform
Fluid Dynamics
Computational Geometry
Required Qualifications:
Bachelors through to PhD in Maths/Physics/Computer Science or Computer Engineering would be ideal
Advanced technical expertise and significant experience with JAVA and C++
Experience in SWING/MULTI-THREADING/REAL-TIME are essential
Experience with Spring Frameworks a real bonus
Experience within any of the mentioned asset classes would be a plus
You will gain experience of the market due to the front office exposure.
Highly Competitive Compensation
Please apply below to explore further
(CV submissions in Word Format only quoting the Job title in subject line)
jobs@selbyjennings.com
+44 (0) 207 019 4137
www.selbyjennings.com
- The Team
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