Quantitative Trader - Options Market Making
Two Sigma is a financial sciences company, combining data analysis, invention, and rigorous inquiry to help solve the toughest challenges in investment management. They are seeking an experienced quantitative trader to join their newly formed Index / CME options market making team, responsible for trading and optimizing the options trading desk.
Responsibilities
- Trade, build, operate and optimize the options trading desk and manage portfolio return and risk of the options market making strategy
- Collaborate with quantitative researchers to develop systematic strategies for trading, pricing and risk management
- Build analytical tools to create insights into our trading and market opportunities to generate new ideas and deliver improvement across strategies
- Work with our Risk team to guide portfolio through market stress events
- Analyze low latency market data to optimize trading strategy & monetization
- Drive technology adoption across our networking, market data and FPGA teams, helping to direct and prioritize development work
Skills
- 1-4 years of experience options market making, preferably in index options or CME products
- A degree in an analytical or quantitative discipline such as Statistics, Mathematics, Physics, Electrical Engineering, or Computer Science
- Excellent analytical and quantitative skills
- Ability to program or script in Python or another language
- Thrive in a highly dynamic and fast-paced environment
- Display an ability to manage uncertainty and have strong decision-making skills even with sometimes incomplete information
Benefits
- Fully paid medical and dental insurance premiums for employees and dependents
- Competitive 401k match
- Employer-paid life & disability insurance
- Onsite gyms with laundry service
- Wellness activities
- Casual dress
- Snacks
- Game rooms
- Tuition reimbursement
- Conference and training sponsorship
- Generous vacation and unlimited sick days
- Competitive paid caregiver leaves
- Flexible in-office days with budget for home office setup
Company Overview
Company H1B Sponsorship