Job Title:  Sr. Software Engineer

Job Code:  12639
Country:  IN
City:  Mumbai
Skill Category:  IT\Technology
Description: 

Nomura Overview:

 

Nomura is an Asia-based financial services group with an integrated global network spanning over 30 countries. By connecting markets East & West, Nomura services the needs of individuals, institutions, corporates and governments through its three business divisions: Retail, Asset Management, and Wholesale (Global Markets and Investment Banking). Founded in 1925, the firm is built on a tradition of disciplined entrepreneurship, serving clients with creative solutions and considered thought leadership. For further information about Nomura, visit www.nomura.com

 

Nomura Services India, (Powai) supports Nomura’s businesses around the world. Powai’ s world class capabilities in trading support, research, information technology, financial control, operations, risk management and legal support have played a key role in facilitating Nomura’s global operations and are an integral part of Nomura’s global expansion plans. The Powai operation is a critical part of the platform to support the growth of Nomura’s global business.

 

Business Unit Overview

 

Global Execution Services (GES) Technology builds and maintains software solutions used by agency-model execution business (Instinet) of the Nomura Group. This business provides brokerage services to clients in over 60 markets around the world. Through its advanced suite of electronic trading strategies, experienced high-touch trading group, top-ranked Commission Management services, award-winning desktop trading platform, and unparalleled access to insightful analytics, content and unique liquidity, execution services business helps institutions lower overall trading costs and ultimately improve investment performance. Nomura has introduced a range of now industry-standard trading technologies and has been an innovator at the forefront of the market's evolution. For more information, please visit www.instinet.com.

 

GES Technology India team is an integral part of the global team, which is spread across US, UK, HK and India. It works in partnership with the regions to deliver technology solutions for global execution business.

Role & Responsibilities:

 

  • Ultra-low latency development
    • Design, develop and optimize ultra-low latency systems in C++ 11/17 for processing equity exchange data.
    • Implement high-performance algorithms for market data processing, focusing on minimizing latency and maximizing output.

 

  • Equity Exchange Processing
    • Work with and understand market data structures like Top of Book (TOB), Market by Price, Market by Orders, and trade processing.
    • Develop and maintain systems that handle and process these data structures efficiently.

 

  • Options and Symbology Processing
    • Develop systems for options processing and symbology management, ensuring accurate mapping and data consistency across equity, options and indices.

 

  • Market Data Book Building:
    • Implement and manage systems for building and processing order books, ensuring the real-time aggregation of market data for analysis and trading.

 

  • Exchange Protocols Expertise
    • Work with various exchange protocols such as ITCH, SBE and Tag/Value, ensuring seamless integration and processing of data streams.

 

  • Downstream Systems Integration
    • Work with downstream trading & other systems to integrate and process market data, ensuring that trading algorithms receive accurate and timely information.
    • Develop and implement basic analytics like VWAP (Volume Weighted Average Price) and aggregated volume calculations to support trading strategies.

 

  • Bloomberg API integration
    • Utilize Bloomberg APIs to access and process market data, integrating this data into internal systems for analysis and trading.

 

  • Work with the product team and stakeholders towards requirement discovery and project prioritization.

 

  • Willing to work and contribute across entire SDLC – including dev, testing and support. Collaborate with various development, QA and support teams across different regions

 

  • Contribute towards establishing software delivery best practices. Collaborate on architecture, design decisions, and code reviews

 

  • Willing to own deliveries and work hands-on across all aspects of software delivery including development, testing, documentation and support.

 

 

Mandatory Skill Set :

  • Strong market data or trading systems domain expertise, in depth understanding of equities, options and symbology processing.
  • Finance industry handling of market data for various asset classes
  • Extensive experience with C++ 11/17, focusing on ultra-low latency development.
  • Previous development experience in Exchange connectivity / Market Data Feed Handlers / High-Availability and Fault Tolerant Systems.
  • TCP/IP, Multicast, multi-threading, IPC (Shared memory and distributed shared memory), lockless queues
  • Experience with exchange protocols like ITCH, SBE and Tag/Value
  • CI/CD, version control, google test harness
  • Strong problem-solving skills with a focus on optimizing performance and minimizing latency
  • Strong communication & leadership skills
  • Highly proactive and takes initiative to identify problem areas and evolve solutions.

 

Desired Skill Set :

  • Python programming
  • Familiarity with FPGA configuration and processing for market data systems
  • Familiarity with Bloomberg API and its integration with trading systems