We have a current opportunity for a Quant Strategist - Options Automated Trading on a permanent basis. The position will be based in New York. For further information about this position please apply.
Partnered with a tier one investment looking to expand headcount within their Quant Strategies team. This is a brand-new function the desk is building out that will have a core focus on automated trading systems. As an Algo Quant Strategist you will help spearhead this function with the Head of Equity Derivatives in regard to auto-hedging, execution analysis, & market microstructure. The head of the group is ideally targeting individuals with hands on options experience. Further Requirements and Responsibilities below:
Responsibilities:
• Develop auto-hedging/quoting strategies for systematic options
• Create tools and back testing frameworks for performance analysis
• Design custom execution algorithms as well as back testing frameworks
• Implement systems to store trades
Requirements:
• Deep understanding of options theory, algorithmic trading and market microstructure
• Strong programming skills in Python (will consider C++/Java)
• Experience with auto-quoting and risk management systems
• Preferred: experience building custom execution algorithms and execution trading platforms
• KDB experience is a plus but not required
• Minimum 4 years of experience on a trading desk working with options/equity derivatives
