NEW OPENING! - Equity Option Pricing Quant - Technology-driven Trading Firm in Chicago!!

  • Competitive
  • Chicago, IL, USA
  • Permanent, Full time
  • Alexander Chapman
  • 20 Nov 17 2017-11-20

I’m working with a technology-driven trading firm in Chicago – one of the leaders in the area they work in. They’re looking for someone to come in as an Option Pricing Quant below I’ve stressed out the key points to the position.

JOB DESCRIPTION

 

Equity Option Pricing Quant

 

Overview

 

WHO WE ARE:

A global market maker that employs advanced technology and highly skilled people to provide liquidity across all major asset classes. Our cutting-edge technology drives everything we do. High performance algorithms, smart strategies and collaborative teams are the core of our business. Today, we are 500+ people working together to build software and trade financial products in Amsterdam, Chicago and Sydney. This is the chance to join a multi-national, multi-cultural team of exceptional individuals, focused on making us the world’s best trading firm.

 

THE POSITION:

We are focused on evolving our option valuation framework and are looking for a talented quantitative researcher to:

  • Design and explore a variety of pricing models
  • Refine our current pricing algorithms
  • Collaborate with traders to tackle immediate production challenges

The individual will join at the core of this effort and will be given resources and opportunities to effectively impact our trading.

 

WHO YOU ARE:

  • MS or PhD in a highly quantitative field of study
  • Proven success in quantitative modeling and algorithm development
  • C++ and/or Java skills preferred to make tactical changes to production code
  • Desire to work in a collaborative team environment

 

OUR CULTURE:

We are at the core a trading firm, however we value trading and technology equally and we believe that cooperation between traders and technologists is one of our great strengths. We believe in fostering a truly flat environment in which great ideas can be recognized as well as put into practice from anybody within our organization.