Quantitative Trader (Options)

Responsibilities

• Implement and calibrate systematic market-making strategies that provide liquidity in CME options on futures.
• Develop pricing models in collaboration with our quantitative research team.
• Build desk tooling for pricing, risk management, and opportunity identification.
• Manage a portfolio of fixed income volatility products across different assets with various holding times and liquidity profiles.
• Analyze macroeconomic indicators, central bank policies, and other factors that influence interest rate volatility surfaces.
• Manage trading risks by setting appropriate limits and adhering to our risk management policies.
• Ensure all trading activities comply with regulatory requirements and internal policies.
• Work closely with other traders, quants, and developers.
• Leverage a sophisticated trading platform to execute desired trades, sourcing available liquidity across multiple exchanges.

Requirements

• An undergraduate or advanced degree in a quantitative field such as computer science, engineering, or one of the hard sciences.
• 1-4 years of trading experience encompassing algorithmic trading and a strong knowledge of options theory.
• Proficiency with at least one of the following languages: Python, C++, Java, VBA, Matlab, or Ruby.
• The ability to work and solve problems as part of a team, often in a high-pressured environment.
• A strong desire for knowledge and to understand how things work.
• Prioritization of ethics and integrity in all actions.

Benefits

• Full paid Medical, Dental, Vision, Disability, and Life Insurance.
• Free breakfast and lunch every day on-site.
• Tuition Reimbursement Program.
• 401(k) with employer match.
• Paid Vacation, Sick, and Parental leaves.
• Commuter and Flexible Spending Programs.
• Base Salary Range: $150,000 - $200,000.