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Our client is a leading high frequency trading firm located in NYC. They have a distinct edge when it comes to low latency trading. Their technology is exceptional for low latency execution and their backtesting platform is optimized for market making strategies. It is one of the best on the street.  We are looking for an experienced / senior algorithm developer to join the futures trading team. 

The main focus of this role is to adapt market making and stat arb strategies that trade on the CME, ICE and Eurex to trade futures listed on emerging market exchanges. Specifically: National Stock Exchange of India, Moscow Exchange, BM&FBovespa, Dalian Commodity Exchange, Zhengzhou Commodity Exchange, Shanghai Futures Exchange, Korea Exchange, CME, ICE, Eurex. The objective is to develop trading strategies that both offer liquidity to the market and take it when the opportunity presents. 

• The ideal candidate will have between 4-8 years of trading experience in a prop context. 
• A deep understanding of futures trading at a contract / microstructure level including market making and proprietary trading
• Strong coding skills: preference for C++ or Python
• Dynamic programming techniques
• Good understanding of data structures and algorithms
• Good quantitative reasoning and research skills: stats, probability, regression, pattern recognition, machine learning, optimization
• The ability to take an idea and scale it
• A good understanding of trading costs and analytics
• Team player with great communication skills

If you would like to be considered for the Senior / Experienced Emerging Market Futures Trader (Algorithmic Trader) position, or wish to discuss the role further then please leave your details below. Your resume will be held in confidence until you connect with a member of our team