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Quant Developer for Central Risk Book team
Job description
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Experienced in writing low latency software stacks in Java for Electronic Trading for Cash Equities and FX. * Hands on Development for Client and Exchange Connectivity platform, Prop Algo trading, Regulatory Reporting gateways. Fully hands on role writing low latency code with emphasis on – using off-heap memory, producing less garbage, using object pools, avoiding unnecessary copying of data, lock free critical path.
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Developed inhouse pure Java FIX Engine, sub 20 micro latency using Zero GC techniques and the reactor pattern. Developed lock free data structures to avoid locking in main loop. Utilized this to build a liquidity aggregator across multiple swap venues and provide a consolidated feed to Rates SOR using Chronicle Queues for IPC.
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Lead development of prop algo trading systems –Built Algo Container using Java micro services/Lock Free processing/ Zero GC approach/ Chronicle Map for fast IPC. Utilized this to implement automated position trading strategy/ broker algo selection. * Led the design and development of a lightweight, headless OMS for Structured Derivatives, focused on separation of concerns, asynchronous processing, and clean code principles.
Integrated seamlessly with multiple endpoints, incorporating compliance checks, position management, locates, order marking, limits, frontrunning prevention, and command/control. Built a fully automated end-to-end regression testing suite that significantly accelerated deployment cycles. * Hands on experience with SOR tactics, Agency Trading Algorithms, Agency Crossing – VWAP Cross, Mid/Passive/Aggressive Cross using Conditional and Firm orders as applicable.
Description copied from UBS's careers page. Read the full posting before you apply.
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