Job Listing

JOB DESCRIPTION

Purpose

To support financial quant and technology teams in London responsible for the Bank's state of the art global electronic FX & Commodities price distribution and trading platform, we are looking for low latency specialist Java/quant developers. This is an opportunity to drive the next generation of eFX Distribution Platform whilst working in a high performing agile team in a dynamic fast-paced front office environment within a global investment bank.

This position will be based in Kuala Lumpur, Malaysia. The incumbent will be supporting London's operations.

• This role is a software engineer and quantitative analyst requiring hands-on experience of tools associated with Enterprise Java application development eg:
• BitBucket/Git Flow
• SonarQ
• TeamCity
• IntelliJ
• Jira
• Devops
• Containerisation
• Virtualisation
• Low latency & high-performance tuning
• To provide tactical day-to-day quantitative support for relevant traders.
• Provide professional advice for own area of expertise, demonstrating technical knowledge and commercial judgement. Suggest and implement architectural solutions based on industry best practices.
• Initiate actions to further improve skills and performance, continuously looking for opportunities for professional development.
• Develop multi-threaded applications which interact with complex numerical algorithms for pricing and risk management, and extend the product coverage as required by the desk. The implementation and delivery are to be performed by programming in the relevant components and pricing libraries or by providing detailed specifications to the team. These algorithms may be based on mathematical models, other scientific techniques or trading methodologies.
• Develop new integration capabilities with external trading venues and electronic platforms using FIX protocol.
• Where appropriate assist quant traders in building, testing and deploying calibration engines for models, which allow them to re-price instruments consistently with the market, and/or perform detailed back-testing to prove the performance of said models and algorithms. As needed to analyse the ongoing performance of the algorithms in the context of sales/client/trading segmentation and PnL and provide feedback to sales and trading through new projects and ongoing business requirements, while maintaining the existing platform.
• Spec and test the optimal hardware for the algorithms from the best on the market both in terms of performance and costs, tune hardware CPU/memory to optimise the runtime of our low latency e-trading platform.
• Promote best DevOps practices in our teams including continuous delivery of high-quality software in the most optimal system development life cycle.
• Senior function holders are expected to impart their knowledge and experience were required to more junior members of staff.
• All staff are responsible for monitoring operational risk in their respective areas on an ongoing basis.
• The role is responsible to help build and support all the technical aspects of the e-trading platform which includes trade execution and Consolidated Risk Management across both the FX and Commodities asset classes.
• The business is ever-changing and demands an agile culture. The candidate must have a proven track record of being able to work in a highly dynamic environment with demanding clients and aggressive schedules. The successful candidate has the opportunity to work in a technically challenging, delivery-focused environment.
• This is an opportunity to shape the future of the platform through new projects and ongoing business requirements while maintaining the existing platform.
• Ensure a robust high-performance component that follows best practices in terms of architecture, configuration and capacity planning
• Identify and implement improvements to application performance
• Full testing of new versions of software (including Unit, Regression and SI), conducting test plans, analysing results and drawing conclusions from backtesting and market activities
• Manage the technical relationship with the external electronic market technology teams and internal development and connectivity teams.
• Understand and influence components in use at Commerzbank, identify functionality that can be replicated and improved by in-house development.
• Provide 2nd Line support for existing systems to resolve problems, educate 1st Line run-the-bank support teams and continually improve the functionality and service levels to clients

• Degree in one of the following: Computer Science, Computer Engineering or a related Engineering, Science or Mathematics discipline (Bachelor's, Master's or PhD) Specialist knowledge (work experience, further qualification):
• 5+ years of experience in software development using Java
• 5+ years of experience developing high-performance e-trading systems, including code analysis, performance tuning and profiling of high-volume, low latency systems
• Experience in core server-side implementations using low latency design approaches and data structures in multi-threaded applications
• Experience in programming using lock-free and zero object creation design paradigms
• Practical knowledge of protocol buffers, messaging and distributed cache technologies
• Experience in building robust high-performance APIs (REST, FIX) with best-practice architecture, configuration and capacity planning
• Client focus and integrity
• Ability to multi-task and prioritize tasks under pressure
• Work under own initiative
• Analytical/logical mindset
• Outstanding mathematical and development abilities
• Capacity to take complex issues and explain them clearly and concisely to a wider group
• Strong communication within the developer team and with sales & trading
• Understanding of FX, Commodities, Rates, eFX business, trading practices, the wider market place and algorithmic trading
• Experience in big data technologies with emphasis on data analytics and statistical modelling