A Data driven, Multi Asset class systemized trading/investment company utilises Systematized, highly automated trading strategies across multiple time horizons is looking for an experienced Quantitative Developer with a Systematic Options background. They are one of the world’s premier investment firms. The firm deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of their effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources.
Job Responsibilities
- Design, develop, and integrate modular system components for research, simulation, and real-time trading:
- Option pricing and Greek computation
- Signal and forecast computation
- Portfolio construction and optimization
- Order generation and handling
- Position, risk, and P&L services
- Efficient storage and access scheme for market and non-market data across all frequencies
- Compute cluster, high throughput research infrastructure
- Performance attribution and post-trade analytics
- Trading system robustness (automated reconciliation, limit enforcement, system-wide alerts and fuses)
- Monitors, dashboards
The position requires a highly skilled, passionate technologist with:
- Strong quantitative skills
- Strong communication skills
- A Masters or PhD Degree in Computer Science or a quantitative discipline
- At least 2 year experience in a quantitative options business (automated market making or volatility arbitrage)
Proven expertise with:
- Implementing systems for real-time option pricing, risk, and execution
- Implementing fully automated option delta hedging strategies
- Implementing real-time forecast, alpha services
- Manipulating tick/microstructure level data
- Ability to assess buy vs build tradeoffs and performance tradeoffs at all levels of the technology stack
- Expertise in C++ or Java, Python
- Domain knowledge of multiple product types preferred (options on futures, equity indices, ETFs, stocks, FX)
- Entrepreneurial mindset, desire to be a senior founding member of a dynamic investment team
If you would like to be considered for the position of Quantitative Developer, or wish to discuss the role further then please leave your details below. Your resume will be held in confidence until you connect with a member of our team
