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Virtu is a leading financial firm that leverages cutting edge technology to deliver liquidity to the global markets and innovative, transparent trading solutions to our clients. As a market maker, Virtu provides deep liquidity that helps to create more efficient markets around the world. Our market structure expertise, broad diversification, and execution technology enables us to provide competitive bids and offers in over 19,000 securities, at over 235 venues, in 36 countries worldwide
The firm's complementary core offerings-market making, client execution services, and trading venues-give Virtu a competitive advantage in developing and applying innovative tools that deliver efficiencies and performance across the organization. We continuously develop and employ innovative technology, trading strategies and risk management systems that drive superior and highly scalable trading platforms, and are looking for an experienced Quantitative Trader to help us propel our capabilities forward in the options trading space
As a Quantitative Trader on the options desk you will be responsible for designing, managing, and improving highperformance options strategies. The ideal candidate will have deep experience in trading at an automated options market making desk in the US markets. In this role, you will be working among a small team of experienced quants and seasoned software engineers, in an environment that is both fast paced and collaborative.
. Research and implement new volatility trading strategies.
. Analyze existing strategies to identify potential improvements
. Apply your observation skills and modern statistical methods to identify trading opportunities
. Design and improve frameworks for managing options portfolio risk.
. Improve options pricing an volatility fitting
THE CANDIDATE
. Minimum 4 years of experience in options trading at an OAMM (Options Automated Market Maker)
. Excellent academic background with a degree in Science, Math, Engineering or other quantitative fields.
. A solid understanding of European and American options, their pricing and dynamic risks.
. Experience in automated market making in options on indices, futures, equities.
. Strong programming skills, and experience with using Jupyter notebooks.
. Exceptional quantitative, mathematical, and problem-solving skills
. Great communication skills and the ability to collaborate with peers
Virtu Financial is an equal opportunity employer, committed to a diverse and inclusive workplace, welcoming you for who you are and does not discriminate on the basis of race, national origin, gender, gender identity, sexual orientation, protected veteran status, disability, age, or other legally protected status.
Date Posted: 28/10/2024
Job ID: 98353235