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Company Jefferies, the world's only independent full-service global investment banking firm focused on serving clients for over 50 years, is a leader in providing insight, expertise and execution to investors, companies and governments. Our firm provides a full range of investment banking, sales, trading, research and strategy across the spectrum of equities, fixed income, and foreign exchange, as well as wealth management, in the Americas, Europe and Asia. Jefferies Group LLC is a wholly-owned subsidiary of Jefferies Financial Group Inc. (NYSE: JEF), a diversified financial services company. Team As part of the Global Equities Front Office technology team, an opportunity exists for an experienced C++ developer to work as part of a new team on the firm's global equities real-time quantitative Centralized Risk Book trading system. The system aims to develop quantitative strategies and implement trading models in a low latency infrastructure to systemically trade and manage platform's risk globally across all product lines. Role The candidate will require experience with C++, KDB, Message Queues, In-Memory databases and Complex SQL queries. Python and Java experience a big plus.
The candidate should be able to demonstrate good analytical skills, strong software engineering skills and a logical approach to problem solving.
The ideal candidate should have experience with Agile Development Techniques, Unit/System Testing and Performance Tuning.
The key responsibilities are:
Front office Quant/electronic trading & risk technology development
Work actively on developing quant/electronic trading & risk system and implementing pricing models, portfolio optimization models and other risk-based models working closely with the trading desk
Develop algorithms/strategies to accomplish opportunistic trading, market making and other risk trading strategies
Work actively with quants and traders to develop high performance, low latency, super robust trading systems/models/strategies
Day to day support of applications and the trading desks
Qualifications Person Specification
The following skills and experience are required for this role:
C++ experience; ideally within Equities Front Office/Quant Development role
Experience with java desirable
Solid experience with FIX, Linux, SQL
Solid business knowledge in areas of trading, market micro-structure and quantitative models.
Solid experience working with market data, messaging, and time series databases like KDB
Experience with building low latency applications an advantage
Must be able to perform well under pressure and deliver to tight deadlines
A natural problem solver with good diagnostics skills
A committed team player
Strong desire to learn and apply learnt knowledge / skills
Internal Number: 5824245
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