, United States
Leading market maker in US equity options is looking to add a quantitative developer to join their quant trading team.
Working closely with traders and systems developers to monitor and optimize their proprietary market making system. This includes understanding and identifying inefficiencies in their valuation and trading logic, developing plans for improvement, and following through with implementation.
Optimizing and expanding their modeling toolkit to handle new products and situations. In-depth model and pricing development.
Developing connectivity and trading logic to expand their presence into new exchanges and venues.
Market data collection and analysis.
Real-time system support
Ph.D. or M.Sc. in a quantitative field from a top university.
A strong background in statistics and stochastic processes.
Familiarity with options pricing theory.
Familiarity with C++ development within a Linux environment.
Experience with large-scale software development, ideally in a real-time, distributed system.
Please send a PDF resume to firstname.lastname@example.org
Please mention QuantFinanceJobs.com when applying!