The FIX Protocol Organization

The Developer should have knowledge of/skills in/experience with (in order of priority):
•        equity derivatives and cash equities financial products, preferably other derivatives products as well (e.g., FXO, fixed income)
•        FIX standards and engines, preferably Cameron FIX and QuickFIX
•        SQL DB, preferably Sybase and stored procedures
•        advanced Java software development, preferably C++ as well
•        JMS, preferably Tibco JMS
•        XML
•        trading technology solutions, preferably for an IDB
•        strong math, preferably including quantitative mathematics
•        algorithmic trading

The Developer will work out of the NYC or London office to develop new derivatives FIX messaging standards (and integrate them into existing FIX infrastructure) and integration and data replication interfaces for use by the GD (Global Derivatives) trading desks and their supporting business units. Domain knowledge of equity derivatives and cash equities financial products is required, and knowledge of additional derivatives products is strongly desired. The Senior Developer should be a college graduate (computer sciences or mathematics degree preferred), hands-on developer, with a desire to create new standards and learn multiple aspects of the business. Some travel may be required.

Work Schedule
•        Responsible for new derivatives FIX standards (both v4.4 and v5.x) development and integration efforts.
•        Responsible for ISV-provided GD trading system integration development efforts.
•        Train on and learn general aspects of derivatives and IDB Front-Office processes, initially sitting on the individual GD desks.
•        Provide development coverage for GD and ITD Equity FIX and JMS systems.
•        1st Year develop data dictionary, custom tags, and message sets of new equity derivatives FIX standards (both v4.4 and v5.x) for IOIs, RFQs, and Ads.
•        1st Year develop Sybase DB and integration tier for equity derivatives FIX messaging in existing FIX infrastructure reusing/enhancing existing frameworks.
•        1st Year develop front-end and administrative GUI for equity derivatives FIX messaging reusing/enhancing existing applications.
•        1st Year develop internal Sybase DB to replicate all necessary data from ISV-provided GD trading systems.
•        1st Year develop integration tier from ISV-provided GD trading system’s socket-based API to internal Tibco JMS bus for downstream processing and 2-way replication to internal Sybase DB.
•        2nd Year+ cross-train other staff on continued development and support of GD systems.
•        2nd Year+ contribute to ongoing integration, P&L, and reporting development efforts.

Job Postings

FIX/Messaging/Java Developer