Urgent need of Java Developer in Chicago, IL !! NEED LOCAL TO IL F2F REQUIRED !!
Position : Java Developer Location : Chicago, IL Duration : 2+Months Contract *!! NEED LOCAL TO IL F2F REQUIRED !!* Primary duties for this position include (in order of importance): Converting written coding instructions into an operational programming language (Java) suitable for high-frequency trade signal generation. Aiding in back testing and validating the code using historical data and, if economical, real world data. Backtesting would include risk and return analysis, equity curve creation, and Type I and II probability analysis. Ability to interface programmed product among a Cloud-based computational solution (current preference: Microsoft Azure) and brokerage account (current preference: Interactive Brokers; also serves as current data provider). Aiding in iterative algorithm optimization based on backtesting/validation analyses. Ability to create rudimentary Graphical User Interfaces for various programs to aid in "selling" Ad hoc regression and descriptive statistical analysis when needed both on raw datasets and on the signals created by the trading model(s). Advising, where possible and appropriate, on observational improvements in the IT, code, etc. Also, this position would require the following technical skills: Strong knowledge and experience in a programming language(s) common in the algorithmic trading industry; mainly Java (preferred) and with a preference towards writing code for use in Cloud-based computing. Strong knowledge and experience in handling very large datasets, particularly high-frequency market data. Ability to write trading algorithms that are optimizable according to various profit-determining variables (e.g. length of time a trade is allowed to sit unexecuted, etc.). Self-optimizing algorithms based on numerical optimization (e.g. based on a rolling historical dataset, find the decision parameter X that would have maximized profit; change variable X in code going forward) are preferred. Knowledge in basic statistical- and regression- related routines with some experience in basic statistical inference & reporting. Ability to fault-test and backtest/validate trading algorithms with historical data and, preferred, live market data. Ability to articulate the project's progress, challenges, and recommended improvements. Knowledge of various data and brokerage services preferred. Adam Smith- IT Technical Recruiter Direct : 201-855-0253 adam.sm...@itbtalent.com Fax : 312.582.2699 116 Village Blvd, Suite 200 - Princeton, NJ 08540 ITBrainiac -- You received this message because you are subscribed to the Google Groups "SAP or Oracle Financials" group. To unsubscribe from this group and stop receiving emails from it, send an email to sap-or-oracle-financials+unsubscr...@googlegroups.com. To post to this group, send email to sap-or-oracle-financials@googlegroups.com. Visit this group at https://groups.google.com/group/sap-or-oracle-financials. For more options, visit https://groups.google.com/d/optout.
