Senior Fixed Income Algorithm Developer

2 days ago


London, Greater London, United Kingdom Luxoft Full time

Our mission at Luxoft is to develop innovative trading algorithms for Fixed Income products. We are seeking a senior developer to join our FI Algo trading IT team and contribute to the creation of pricing, trading, hedging, and risk management models.

The ideal candidate will have experience working with KDB+ in a similar environment and possess a deep understanding of front office knowledge of the FI business or quantitative finance. A strong UNIX OS background is also required.

This role involves close collaboration with traders to understand requirements and draw parallels with solutions in other products and between Algo+ Flow trading. The successful candidate will also be responsible for performing ad-hoc statistical analysis of algorithm performance, behavior, market data, and client behavior.

We estimate the salary for this position to be around $120,000 per year, based on industry standards and the company's location.

Key Responsibilities:

  • Liaise with traders to understand requirements
  • Perform ad-hoc statistical analysis
  • Monitor the deployment of new and modified trading algorithms
  • Design dashboard to monitor trading algorithm
  • KDB maintenance and evolution
  • Compliance monitoring tool development
  • Provide technical assistance and 3rd line support

Mandatory Skills:

  • Clear communication & systematic reasoning
  • Deep experience with Q/KDB+ working in a similar environment
  • Front office knowledge of the FI business or quantitative finance
  • UNIX OS knowledge

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