Systematic Vol Traders

Eka Finance
Zug, Switzerland
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T Posted byRecruiterTrading firm are looking to talk to systematic vol traders interested in working from Zug.

Role : -

Lead trader for ultra-low latency options. Real-time management of the trading systems and coordination with the prop and market making teams within the same pod

Project lead for the design and implementation of new ultra-low latency options strategies. This will involve rapid prototyping with detailed specs, ready for consumption by the software and hardware teams

Strategy back-testing including use of full order book replay, deep data research.

Evaluation of strategy performance and provision of detailed execution analytics to the quant research team

Implementation of detailed statistical trading metrics to aid in the continual improvement of the system

Requirements : -

Demonstrated track record in helping to design and implement profitable ultra-low latency options strategies

Exceptional knowledge of options and delta 1 order book construction & statistical signal generation

Deep understanding of the fundamentals of options pricing and electronic execution, automated risk management and portfolio construction

Ability to code in python / Matlab.

Apply : -

Job ID SH

Il y a plus de 30 jours
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