TA的每日心情 | 慵懒
2014-11-24 09:27 |
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签到天数: 2 天 连续签到: 1 天 [LV.1]测试小兵
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香港某期货公司，上海证券交易所上班
数据分析员，Junior一点但要有金融机构数据分析经验的，C++平台，英文能听懂，能沟通 8~10K
系统维护，最好要金融机构交易部门的IT Support，懂Citrix，Linux，C++和各种数据接口的，计算机基础好的，英文能听懂，能沟通 8~10K
1. 交易数据分析员: (北京2个/ 上海2个)
Data Services Team
Building from scratch basic trading infrastructure in C++ for an equity and options fund focused on mid
to high frequency trading and automated options market making.
_ Developed and implemented feed handler framework for handling options and equities feeds. Implemented
feed handlers for consolidated feeds CQS, OPRA and exchange direct feeds from BATS, INET,
DirectEdge. Optimized feed handler framework to allow for low latency handling of data feeds.
_ Enhanced existing C++ infrastructure code base whenever necessary.
_ Utilitize infiniband hardware and Voltaire Message Accelerator(VMA) to reduce network latency.
Developed components of an execution engine for a high frequency equity product.
_ Enhanced the execution management system in the Systems Trading Group to support increasing trading
volume.
_ Expanded existing analytical toolkit for use by portfolio managers.
_ Processed TAQ data for use across the Systems Trading Group.
Developed and maintained components of a real-time automated trading system. Implemented scheduling,
authentication, event, and reference data servers.
_ Worked on a proprietary data storage system designed for storing market tick data. This project made
extensive use of HDF 5 storage system. Contributed to the design of the data storage hierarchy. Implemented
customized user interface. Extended then existing feed handler framework to accommodate
additional real-time feeds.
_ Led the development of generic task scheduling server. This server is capable of scheduling hundreds
of inter-dependent tasks. It uses Sybase for storing task states and LSF, SSH for remote executions. In
addition, it supports full recovery after unexpected system shutdown.
_ Supported live trading for several daily and high frequency statistical arbitrage products.
_ Consulted for portfolio managers in integrating trading products with production infrastructure.
_ Coordinated with members of the engineering team for defect reproduction and patch testing. Written
various components of a time-series storage system.
_ Written data loading and verification utilities for data feeds from I/B/E/S, Bloomberg, NYSE TAQ, NYSE
Openbook, NASDAQ ITCH 2.0.
2. 系统管理和维护人员: (北京2个/ 上海2个)
C++, C, Boost, ACE, Expat, Java, Python, Perl, Scheme, O’Caml, XML, MATLAB, Python/C API, MATLAB/
C API, SQL, Solaris, Linux, Subversion, Clearcase, Smartsocket server, LBM pub-sub, HDF 5 Storage
System, Financial Data including TAQ, Openbook, Reuter Triarch etc. LATEX
Financial data experience is preferred but most important is their technical experience in C++, C, Boost, ACE, Expat, Java, Python, Perl, Scheme, O’Caml, XML, MATLAB, Python/C API, MATLAB/C API, SQL, Solaris, Linux, Subversion, Clearcase, Smartsocket server, LBM pub-sub, HDF 5 Storage System, Financial Data including TAQ, Openbook, Reuter Triarch etc. LATEX.
QQ：783861658，
邮箱和MSN：shengjinfang@gmail.com，
招聘微博：IT人才寻访团 http://weibo.com/2037937271/profile/。
感谢推荐。 |
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