Equity Options Quant

Our client is the leading online brokerage for retail option traders. We are seeking a quantitative analyst/trader with a proven background in developing equity option strategies to join our internal trading unit. You will take the lead in developing and optimizing high-volume trading and risk management strategies. Two years of experience in modeling and trading advanced equity options are required, including volatility surface modeling, risk management and dynamic hedging skills and in depth knowledge of the U.S. equity options exchanges. A self-starter, you will have the ability to analyze trading data and market conditions and identify optimal trading strategies based on selected criteria. Excellent data management skills, e.g. SQL queries, are required. Advanced programming languages, such as C#, Java or C++ are a plus. Preference will be given to academic all-stars.

SKILLS:
• 2 – 5 years equity derivatives trading
• Extensive modeling and risk management of large-scale portfolios
• Expert at manipulating and analyzing structured data (e.g. SQL)
• Strong teamwork, communication and problem solving skills
• Quantitative PhD preferred, Masters considered