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

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

Options & Derivatives (Preferred but not mandatory)

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

Responsibilities

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

Requirements

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