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