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Software Engineer – Trading
Firm Overview
FORT is a hedge fund with $6 billion in AUM, located in metro Washington, DC and New York City. Founded in 1993, the firm develops and implements proprietary, fully automated, systematic trading strategies in global equity, rates, FX and commodity markets. The majority of the firm’s activity is over medium and long-term investment horizons based on a variety of fundamental and price data and using myriad quantitative and AI techniques.
Job Summary
The Trading team within the Software Development Group responsible for designing and building automated, algorithmic trading software used by FORT for portfolio management and trading. The trading software is one of the most critical and visible components of FORT, trading billions in AUM around the clock in multiple asset classes. The system is designed using an extensible architecture to adapt to new strategies. A highly reliable, low latency messaging system is used to communicate orders, fills and events in a loosely coupled manner. Key components of the system includes the order management system, execution management system, FIX connectivity and a highly reliable database.
This position is responsible for designing and developing various applications for our automated trading and in futures, equities markets and other markets. The ideal candidate will be a role model and take full ownership of development projects from inception to post production support.
This role involves significant hands-on development. It requires strong experience in an object oriented programming language (C#, C++, Java) and experience in multithreaded programming as well as network programming skills (TCP-IP, UDP, multicast, message buses). Expert knowledge of SQL Server is required.
Summary of essential job functions
- Design, develop, test and document trading applications to serve our growing hedge fund.
- Become an integral part of our technology team, understand existing business practices and proprietary software systems.
- Work closely with the trade desk to develop new software.
- Execute full lifecycle application development plans to include – requirements gathering and analysis, documentation, software architecture and design, implementation, testing, deployment and production support.
- Analysis of financial and time series data; Data munging and normalization for research and development efforts.
Minimum Requirements
- 5+ years of experience in design and development, documentation and testing of applications
- BS/MS in Computer Science, Engineering or a related field
- Experience with C#, Java, C++, or other modern object oriented language
- Strong aptitude for design patterns, object oriented principals, complex algorithms and data structures
- Experience in developing multithreaded programs
- Experience with network programming, IP protocols and message buses
- SQL Server or relational database design and development
- Experience in building distributed systems
- Experience in full lifecycle software development and agile development
- Experience in building and supporting highly available, mission critical systematic equities/futures trading systems is desirable
- Experience with S&P Capital IQ Compustat database and Bloomberg API is a big plus.
- Ability to read, understand and maintain legacy code bases
- Ability to clearly and effectively communicate and articulate ideas
- Team player with the highest standards of integrity, honesty and mutual consideration
- Strong technical and problem-solving skills, attention to detail, ability to think creatively
- Keen interest in learning latest technologies and software development practices