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Quantitative Developer - Volatility & Options

this job appointment has expired

Location United States,

Remuneration Competitive

Employment type perm

Updated 17th Feb 2017

Company Selby Jennings

Contact Ben Hodzic (NY)

Phone +1 646 759 4560

Email click here

Quantitative Developer - Medium to High Frequency Trading in Options and Volatility

A top tier hedge fund based in New York City is looking for a mid-senior level quantitative developer to join their dynamic electronic trading team. The firm has been around for over a decade and is currently expanding organically to keep up with market demands. The vacancy that they are looking to fill at the moment is on their volatility arbitrage trading desk doing quantitative research and development alongside senior researchers and traders alike.

Responsibilities will include:

- Systematic and quantitative research and development of high frequency trading strategies covering volatility based products
- Research and implementation of new data using machine learning algorithms such as decision trees, neural networks, basis expansions
- Back testing and understanding of strategies including abstractions and requirements
- Collaboration between team members in order to drive productivity and facilitate innovative ideas

Ideal candidates should possess:

- 4 years of experience working on a trading desk / front office
- Advanced degree in a scientific field
- Strong programming skill
- Drive to succeed and see results, entrepreneurial mind-set

If there is an interest, please click the APPLY NOW button below.

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