Systematic Market Making Options Trader

We are a European buy-side trading firm expanding a systematic, market-making driven trading platform and are seeking experienced traders with strong market-making backgrounds to join a growing, performance-driven team.

This role is suited to traders whose core experience is quoting, flow-driven trading, inventory management, and systematic risk control , rather than directional or discretionary positioning.

Candidates may come from any asset class (including ETFs) , provided their background is market-making and non-equity focused .

Core Focus

We are particularly interested in candidates with experience in:

Systematic Market Making & Flow Trading

• • Market-making experience across derivatives, rates, commodities, ETFs, or related instruments.
  • Operating two-sided pricing , managing inventory, and dynamically hedging risk.
  • Running non-directional, repeatable strategies where P&L is driven by spread capture, flow, and micro-edge rather than market views.
  • Strong understanding of execution quality, liquidity, transaction costs, and market microstructure.
  • Experience working in highly systematic or rules-based trading environments .

Options & Derivatives (Preferred but not mandatory)

• • Experience market-making or trading options or other non-linear instruments.
  • Greeks-based risk management and disciplined hedging frameworks.
  • Familiarity with volatility, skew, and term-structure dynamics in a systematic setting.

Responsibilities

• • Operate and enhance systematic, market-making style trading strategies .
  • Manage live risk, inventory, and execution within defined frameworks.
  • Monitor performance, execution efficiency, and market impact.
  • Collaborate closely with technology and research teams to improve automation and robustness.
  • Contribute to the ongoing development of a scalable, non-equity trading platform.

Requirements

• • Proven experience in market making or flow-driven trading .
  • Non-directional trading mindset with clear, explainable P&L drivers.
  • Background at a market-making firm, prop shop, quantitative trading firm, or systematic buy-side platform.
  • Strong understanding of risk management, execution, and liquidity.
  • Quantitative and systematic orientation; programming experience (Python/C++ a plus).
  • Experience trading real capital in production environments.