Quantitative Trader - Options Market Making

Quantitative Trader | Options Market Making | Chicago, IL

A leading proprietary trading firm is looking for a Quantitative Trader to join its systematic options market-making team in Chicago. You'll work with researchers and developers to price, quote, and manage risk across listed US options.

Responsibilities

• Run and improve systematic options market-making strategies.

• Work with researchers and developers on pricing, quoting, and risk.

• Analyze and improve trading performance.

Requirements

• 3+ years of options trading or research experience.

• A systematic approach to trading. Some discretionary experience is fine.

• Strong programming skills.

• An impressive academic background in a quantitative field.

• Based in Chicago, or willing to relocate.

Preferred Experience

• Market making in index, equity, or futures options.

• Experience with options pricing models and volatility surfaces.