Old Mission seeks to leverage state-of-the-art technology and research to identify and execute profitable trading strategies across multiple asset classes.
Requirements
- Proficiency with at least one of the following languages: Python, C++, Java, VBA, Matlab, or Ruby
- Strong knowledge of options theory
- Algorithmic trading experience
- Experience with a sophisticated trading platform to execute desired trades sourcing available liquidity across multiple exchanges
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
Other
- 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
- 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
