Quant Researcher / Developer - Systematic Equity Options Market Making - $650k
Seeking a Quant Researcher / Developer to join a profitable Equities OMM team. This is the ideal role for a numerate Quant Developer to transition into a Quant Research role.
Looking to hire a candidate with strong technical skills in C++ and Python, and experience working within an Equity Options Market Making team. This role will focus on signals, risk management, and pricing, rather than execution. The candidate will be integral in developing and enhancing proprietary trading models and systems.
Key Responsibilities:
- Risk Management: Develop and implement robust risk management models and strategies. Continuously monitor and evaluate risk exposures.
- Pricing: Design and maintain high-performance pricing models for equity options, ensuring pricing accuracy and efficiency in real-time trading environments.
- Backtest: Develop and backtest trading strategies based on quantitative research. Work alongside machine learning teams to enhance signal generation.
- Research and Development: Work alongside experienced Researchers to improve trading strategies. Collaborate with developers to enhance the trading infrastructure and implement optimized algorithms in C++ and Python.
Requirements:
- 5+ years of experience working within an Equity Options Market-Making team (research or development role).
- Familiarity with equity options pricing and risk management concepts.
- Proficiency in C++ and Python programming languages.
- Bachelor’s or Master’s degree in Computer Science, Mathematics, Financial Engineering, or a related field.
Feel your experience does not fit all these requirements? We encourage you to apply anyway!
