Options Quant Trader

Responsibilities:

• Design, implement, and seamlessly integrate options market making models into production environment.
• Conduct in-depth analysis of options data, market microstructure, and alternative sources to uncover profitable trading opportunities.
• Craft advanced data analysis tools to identify and exploit market patterns specific to options pricing
• Contribute to the growth of our analytical library for streamlined options market making research and trade execution.
• Build, enhance, and calibrate exchange simulators for rigorous options trading strategy testing.

Requirements

• A Master's or Ph.D. in Mathematics, Statistics, Computer Science, or a related STEM field from a top-tier university.
• Minimum of 3 years of experience in options market making.
• A demonstrably strong foundation in mathematics and statistics, with a focus on options pricing models.
• Proficiency in backtesting, simulation, and statistical techniques relevant to options trading (e.g., Greeks analysis, volatility modeling).
• Proven ability to mine and analyse massive datasets, including high-frequency options data.
• Familiarity with signal generation and statistical modelling techniques for options markets.
• Expertise in Python