Build a sophisticated, automated trading system for the Quantitative Strategies desk.
Requirements
- Strong background in quantitative finance, mathematics, statistics, or a related field.
- Deep understanding of options theory, market microstructure, and algorithmic trading.
- Strong programming skills in a language such as Python, C++, or Java
- Experience with back-testing, auto-quoting, and risk management systems.
- Experience building custom execution algorithms.
- Experience with Execution trading platforms.
Responsibilities
- Develop and implement auto-quoting and auto-hedging strategies for options systematic strategies.
- Design and build back-testing frameworks to evaluate the performance of trading strategies.
- Implement a system to store historic trades.
- Develop tools to benchmark executions for regular performance analysis.
- Contribute to the design and eventual implementation of custom execution algorithms.
- Collaborate with traders and other quants to improve trading performance.
- Stay up-to-date with the latest research and trends in options systematic strategies and algorithmic trading.
Other
- Excellent communication and collaboration skills.
- Master’s degree preferred
- Up to Vice President (VP)
