Subdivision: Electronic Markets
Participation in building the core algorithmic trading infrastructure
Establishing a detailed program specification through discussion with internal clients and translating this logic into a programming language while closely interacting with other units (mainly FX)
Understanding models developed by the Quantitative Analytics groups and converting them into functional algorithms for use within the Sberbank Markets Platform; ensure that the resulting system is optimized for performance
Devising possible solutions to anticipated problems as well as reacting to problems and correcting the program as necessary; evaluating and increasing the program's effectiveness
Writing detailed documentation for the operation of the program by users and computer operators
Learning and implementing new methods and technologies (relevant to the project)
Professional experience: 4 years plus
Specialized knowledge:
Real-time server application development exposure
Messaging technologies, data integration techniques (required)
Multi-threaded development and design (desired)
High throughput, low latency development and design (desired)
FIX protocol experience (advantageous)
Fluency in English (required)
Event Oriented Design (highly advantageous)
Knowledge of CEP (advantageous)
Knowledge of Apama (extremely advantageous)
FIX protocol implementation (highly advantageous)
Education: Higher technical or mathematical education
Comfortable to gather specifications from and interact with the trading desk and quants (required)
Able to work semi-autonomously (required)
Experience working on or with a trading desk (advantageous)
Able to work in a fast-paced environment (required)
Interested in learning other programming languages and techniques (required)
Able to work within a small, results-focused team (required)

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