Job responsibilities include:
- Quantitative research in equity systematic trading- Focusing on trading strategies across exotic, flow, warrant, and options MM
- Develop and implement models to compute overhedges for options
- Develop and implement a tool for hedging derivatives
- Implement new pricers and maintaining existing ones for exotic trades
Job requirements include:
- MS/PhD in STEM subject, Mathematics or Physics preferred
- Strong C++ / Python skills
- Academic or professional research experience
- 2+ years of experience working as a desk quant
Desirable:
- Options Market Making experience
- KDB
- Machine Learning experience