Position Purpose
The APAC Automated Market Making Team is an industry recognized trading team that serves to provide electronic market making services and performs quantitative trading in major exchanges within the APAC region. Currently, the team is actively present on at least 13 electronic exchanges. Due to the nature of the business, AMM has a significant technology investment in its proprietary trading platform and automated trading strategies. The IT Strategist team is responsible for providing a full-service suite of technology solutions to the trading desk.
Responsibilities
Direct Responsibilities
Strategists develop and implement efficient automated tools to translate quant traders strategies into orders. They also design specific features to help traders monitor and analyze the behavior of strategies in production, and ensure adequate monitoring of risks and positions.
Accordingly strategists:
- Proactively manage the production platform by leveraging software engineering to eliminate operational work via automation optimizing system architecture to maintain operational efficiency conducting thorough but blameless post-mortems to help guide the evolution of the platform
- Develop and maintain an expansive library of automatons and alpha models
- Develop and maintain monitoring and production tools used in the trading platform
- Develop and maintain the simulation tools and back testing environment used to test and validate strategies
- Contribute to the enforcement of adequate risk filters for each automaton to prevent abnormal behaviour.
- Organize and monitor the orderly production of automatons during trading hours.
- Monitor, investigate, and improve performances of trading engines.
- Contribute to the research and design of optimal setup for each set of strategies.
- Coordinate and test infrastructure changes, as implemented by the Group IT and Production teams.
- Make sure all developments satisfy local regulations.
Technical and Behavioural Competencies / Specific Qualifications
Required competencies:
- Expertise with C++/Python programming language and relevant toolkits
- Expertise working on a Unix based O/S , Bash shell scripting, SQL
- Practical experience with web/micro-services related frameworks/technologies JavaScript / HTML / WebSockets / AirFlow / Redis
- Ability to quickly resolve issues under pressure
- Strong technical & problem solving (troubleshooting) skills
Relevant Skills:
- BS in Computer Science or a related technical field that involves programming, or equivalent practical experience
- Experience in supporting applications in a Linux/Unix environment
