Jobs · Finance · New York

Market Making Quant, Equity Derivatives

CLSA · New York, United States · 3 wk ago
On-siteFinance$150k–$190k/yrFull-time

Key Areas of Responsibilities

  • Supporting EQD US Market Making business on listed products.
  • Building pricing tools and looking after daily risk and PnL analysis.
  • Building trading applications on US products.
  • Building transaction analysis tools to optimize the business flows.
  • Working with global quants on quant library and global quant projects.
  • Designing and innovating equity derivative library.
  • Working with IT to build a resilient risk/pricing infrastructure.
  • Building Vol Fitting tools and Dividend marking tools.
  • Supporting daily trading applications.
  • Building trading tools and support the Equity Derivative sales teams overseas.

Requirements

  • Master’s degree or above in Computer Science, Maths, Engineering or related disciplines.
  • Minimum 6 years of relevant experience in Market Making business.
  • Extensive knowledge in computer science fundamentals and software development experience in Python (3.9+) with excellent debugging and analytical skills.
  • In-depth understanding of Equity Derivatives.
  • Strong understanding of design patterns, solid principles, and unit testing practices.
  • Expertise in engineering platform solutions in Python on large-scale, complex systems.
  • Able to work in a fast-paced environment and critically, solve various problems arising from trading, risk and operations.
  • Self-motivated, strong attention to detail and a proactive mindset.
  • Fluent in both spoken and written English.

Salary Range

$150,000-$190,000 USD

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