DESCRIPTION:

Duties: Design and implement FX/US Treasury algorithmic orders to execute on behalf of clients. Formulate, analyze and back-test strategies, models, and signals. Collaborate with technology to develop cutting-edge low-latency infrastructure that meets business needs in a scalable manner. Perform statistical analysis of algorithmic order execution to drive iterative improvements. Develop real-time and post-trade transaction cost analysis models and reports to help clients optimize their algorithmic execution. Engagement in client discussions to help sales discuss the more technical parts of the algorithmic execution offering. Telecommuting not permitted. This position requires up to 15% domestic and international travel.

QUALIFICATIONS:

Minimum education and experience required: Master's degree in Engineering (Any), Computer Science, Mathematics, Physics, or related field of study plus 5 years (60 months) of experience in the job offered or as E-Markets VP, Algo Trader, Associate, Analyst, or related occupation. The employer will alternatively accept a PhD in Engineering (Any), Computer Science, Mathematics, Physics, or related field of study plus 3 years (36 months) of experience in the job offered or as E-Markets VP, Algo Trader, Associate, Analyst, or related occupation.

Skills Required: This position requires three (3) years of experience with the following: designing and implementing electronic algorithmic orders on FX and US Treasuries to execute on behalf of clients; backtesting with electronic trading market data in FX and US Treasuries; working with external electronic vendors from ECNs such as CBOE, Fenics, Euronext, or Currenex to enhance algo liquidity access; working with Sales, Product and Technology stakeholders to design, distribute and sell ecommerce algorithmic execution products; building automated tools to analyze and monitor electronic business; building tools to provide transaction cost analysis in the context of algorithmic execution; building algorithms in Java using graph-based design patterns to trade in low latency environments; performing data analysis using linear regression, time series analysis, hypothesis testing, or model evaluation metrics to improve algorithmic execution performance.  

Job Location: 270 Park Ave, New York, NY, 10017. This position requires up to 15% domestic and international travel.

Full-Time. Salary:  $221,450 – $285,000 per year.