Team Overview

Quantitative Volatility Trading is the desk that engages in quantitative trading and market making business in equity derivatives. We are heavily dependent on technology and mathematical modeling to manage risk and continuously quote two-way markets on hundreds of thousands of listed derivatives contracts.

Job Summary & Responsibilities

Quantitative developers are responsible for the design, performance, and profitability of a very low-latency, high-throughput, and extremely-distributed trading system. Low latency code is written in C++ and runs on Linux. Development decisions – even infrastructural ones – are made in a highly-quantitative and data-driven fashion. Junior candidates will show a strong aptitude for quantitative and statistical thinking as demonstrated by a degree in Physics, Chemistry, Math, CS, Statistics, Mathematical Biology, or a similar subject. Experience in C++ is not necessary. Senior candidates will have a strong track record of excellent software design; extensive experience with modern C++; will have worked in a large and complex code-base; will have had experience in the design and operation of distributed systems and multi-threaded applications; will have had experience with Linux, sockets, and the networking stack; and will have a strong working knowledge of modern computer architectures. Experience in finance is not necessary.

Basic Qualifications

Solid quantitative background in CS, Physics, Math, Statistics, Mathematical Biology, or other relevant field
Extensive experience with modern C++
Experience in the design and operation of distributed systems and multi-threaded applications
Experience with Linux, sockets, and the networking stack
Enjoy prototyping and fast iterations and willing to write minimal unit tests for prototypes

Preferred Qualifications

Strong track record of excellent software design
Experience working in a large and complex code-base
Knowledge of modern computer architectures
Experience in high-frequency or algorithmic trading
Ability to work in high-pressure and time-sensitive situations
Commercial focus, team-oriented, self-motivated
Articulate writing and verbal communication skills
Ability to solve problems and to explain the ideas that underlie them to colleagues

Additional Requirements for VP:

8+ years C++ working experience (C++20 minimum, C++23 preferred)
Experience in TCP/UDP
Optional: 5+ years with an options market making trading desk (understanding TV, gamma, delta, theta, etc.)
Optional: Experience with kernel bypass technology and OS tuning
Optional: Experience with exchange connectivity

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