Options Quant Trader: Market-Making & Pricing Innovator

Trading Interview; Chicago (IL); Sur place; USD 150 000 - 200 000; Plein temps

Avantages offerts par ce poste

Full medical, dental, vision, and life

On-site breakfast and lunch

Tuition reimbursement

401(k) with employer match

Paid vacation, sick, and parental time

Commuter and flexible spending plans

Résumé du poste

Old Mission Capital is seeking a quantitative trader to implement and calibrate market-making strategies in CME options on futures. You will collaborate with quants to develop pricing models and build desk tools for pricing, risk management, and liquidity sourcing.

The role spans fixed income volatility portfolios and requires strong teamwork under tight schedules. The ideal candidate holds a quantitative degree, has 1–4 years of trading experience, and is proficient in Python, C++, Java, VBA,

Qualifications

• Undergraduate or advanced degree in a quantitative field such as computer science, engineering, or hard sciences.
• 1-4 years of trading experience with algorithmic trading and options theory knowledge.
• Proficiency in at least one language: Python, C++, Java, VBA, Matlab, or Ruby.
• Ability to work in a high-pressured team environment with a strong ethics standard.

Responsabilités

• Implement and calibrate systematic market-making strategies for CME options on futures.
• Develop pricing models with the quantitative research team.
• Build desk tooling for pricing, risk management, and opportunity identification.
• Manage a portfolio of fixed income volatility products across assets with various holding times.
• Analyze macro indicators and central bank policies affecting rate volatility surfaces.
• Manage trading risks by setting limits and adhering to risk policies.
• Ensure compliance with regulatory requirements and internal policies.
• Collaborate with traders, quants and developers and leverage the trading platform to source liquidity.

Connaissances

Trading experience

Options theory

Python

C++

Java

VBA

Matlab

Ruby

Formation

Quantitative degree

Description du poste

Old Mission Capital is seeking a quantitative trader to implement and calibrate market-making strategies in CME options on futures. You will collaborate with quants to develop pricing models and build desk tools for pricing, risk management, and liquidity sourcing.

The role spans fixed income volatility portfolios and requires strong teamwork under tight schedules. The ideal candidate holds a quantitative degree, has 1–4 years of trading experience, and is proficient in Python, C++, Java, VBA,