Back to jobs

Data Scientist- Global FX House 35-47k

Job description

Responsibilities and Requirements:

  • Capture of all data leaving and entering the Broker eco system, to include:
  • Quotes from all sources (including those only available via OZ - these can be captured by requesting a "read only " look for the relevant streams")
  • All trades executed with markups, and relevant rates on one row. (Inc destination client id, counter parties, targeted quote and stream etc. This should be the raw info for any attribs)
  • Mt4 account details of all clients
  • Tracking ID's and time stamps to allow full trade life cycle to be analyzed
  • Associated Tracking time stamps
  • Log in times of accounts
  • All order requests/responses (ie not just executions ) with associated Id's
  • Direct capture of external reference prices from data sources such as EBS/Reuters/CME/Currenex
  • Data capture via integration with other data sources such as Activ or QH (or better still both)
  • Data to be persisted each day and available at t+1 historically but continually with no interruption for the current week on the RDB for trades and MtM.
  • Data to be available for analysis. via a simple REST API or other web service type delivery system
  • Data quality and data absence alerts e.g. integration with Prometheus.
  • LVC for pools and books available on demand via dashboard
  • Roll data, cost of carry and deposits and withdrawls
  • Pre-trade analysis. Structure of book at time of execution
  • System throughput monitoring.
  • Integration with report server (airflow). Not creating the actual reports but implementing them so they are automated from day one.
  • Quant/data science research data base created and usable by relevant teams
  • GUI Interface to control main aspects of trading ( enable strategies, view critical info, amend parameters ). GUI will be built in React/Angular and reply on the Rest API referenced above. GUI to be extensible based on input from client. Initial version due as part of first deliverable package.
  • Automated hedging based on position, market conditions and available margin
  • Realtime calculation of BBO
  • Realtime calculation of dedicated price streams based on subsets of LP's and global BBO
  • Standard order confirmation with configuration to allow dynamic A/B routing, order size, order size and client particulars with guaranteed response time
  • Standard risk parameters calculated in real time
  • Reconciliation reporting
  • Ability to include externally defined sudo real time signals as part of individual price stream
  • System designed to run " Hot/Hot" to minimize any potential local physical interruption
  • Ability to integrate 3rd part FIX gateway or custom designed gateway for client on boarding

Contact Ms. Alexandra Leung at (852) 3103 4312 or send your CV to alexandra.leung@ambition.com.hk

Data provided is for recruitment purposes only.

If this job isn't quite right for you, but you know someone who would be great at this role, why not take advantage of our referral scheme? We offer HKD1000 in Apple gift cards for every referred candidate who we place in a role. Terms & Conditions Apply. https://www.ambition.com.hk/refer-a-friend