Quantitative Trader – Options
Company | Old Mission |
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Location | Chicago, IL, USA |
Salary | $150000 – $200000 |
Type | Full-Time |
Degrees | Bachelor’s, Master’s, PhD |
Experience Level | Junior, Mid Level |
Requirements
- An undergraduate or an 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.
- Proven trustworthiness and performance under the highest ethical standards.
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.
Preferred Qualifications
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No preferred qualifications provided.