*KINDLY REPLY ON alvin.stu...@itbtalent.com <alvin.stu...@itbtalent.com>*
*Need Senior Java Developer With Trading Background Experience, Need
EAD-GC,GC And USC And Local Consultants*
*1 step interview- face to face*
Position: Java Developer
Duration:2 months with extensions
Location: Chicago, IL
Primary duties for this position include (in order of importance):
Converting written coding instructions into an operational programming
language (Java) suitable for high-frequency trade signal generation.
Aiding in back testing and validating the code using historical data and,
if economical, real world data. Backtesting would include risk and return
analysis, equity curve creation, and Type I and II probability analysis.
Ability to interface programmed product among a Cloud-based computational
solution (current preference: Microsoft Azure) and brokerage account
(current preference: Interactive Brokers; also serves as current data
provider).
Aiding in iterative algorithm optimization based on backtesting/validation
analyses.
Ability to create rudimentary Graphical User Interfaces for various
programs to aid in "selling"
Ad hoc regression and descriptive statistical analysis when needed both on
raw datasets and on the signals created by the trading model(s).
Advising, where possible and appropriate, on observational improvements in
the IT, code, etc.
Note: some of the trading algorithms will require the use of statistical
and (Ordinary Least Squares) regression routines.
Also, this position would require the following technical skills:
Strong knowledge and experience in a programming language(s) common in the
algorithmic trading industry; mainly Java (preferred) and with a preference
towards writing code for use in Cloud-based computing.
Strong knowledge and experience in handling very large datasets,
particularly high-frequency market data.
Ability to write trading algorithms that are optimizable according to
various profit-determining variables (e.g. length of time a trade is
allowed to sit unexecuted, etc.).
Self-optimizing algorithms based on numerical optimization (e.g. based on a
rolling historical dataset, find the decision parameter X that would have
maximized profit; change variable X in code going forward) are preferred.
Knowledge in basic statistical- and regression- related routines with some
experience in basic statistical inference & reporting.
Ability to fault-test and backtest/validate trading algorithms with
historical data and, preferred, live market data.
Ability to articulate the project's progress, challenges, and recommended
improvements.
Knowledge of various data and brokerage services preferred.
Regards
Alvin Stuart Recruiter
Direct:609-423-4045
alvin.stu...@itbtalent.com
Hangout:alvinstuart9...@gmail.com
https://in.linkedin.com/in/mohd-aleemuddin-608216110
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