Senior Quant Trader - Systematic Options Market-Making

Wolverine Trading, LLC; Chicago (IL); Sur place; USD 150 000 - 200 000; Plein temps

Avantages offerts par ce poste

Competitive salary

Bonus opportunities

Paid time off

401(k) plan

On-site gym

Free meals in office

Team events

Volunteer opportunities

Résumé du poste

Wolverine Trading, LLC is seeking an experienced quantitative trader/researcher to join its options market-making desk in Chicago. You will define exchange-facing market-making algorithms and identify options pricing volatility signals, leveraging large datasets and market microstructure insights.

The role focuses on growing profitability by guiding trading algorithm development and research infrastructure, with strong collaboration across software and hardware teams to deploy research into

Qualifications

• 5+ years of research on large exchange data or options datasets.
• Proven track record on a systematic market-making desk or similar volatility trading context.
• Experience with low-latency trading tech and how research translates to production systems.
• Deep knowledge of exchange infrastructure and market microstructure.
• Strong collaboration with software/hardware engineers to implement research.
• Background in statistics and/or linear algebra is a plus.
• Experience with C++ or a similar language is a plus.

Responsabilités

• Grow firm profitability by influencing the development of trading algorithms and researching options pricing signals.
• Define microstructure research initiatives and shape research infrastructure.

Connaissances

Quant research

Market microstructure

C++ experience

Statistics/Linear algebra

Outils

C++

Description du poste

Wolverine Trading, LLC is seeking an experienced quantitative trader/researcher to join its options market-making desk in Chicago. You will define exchange-facing market-making algorithms and identify options pricing volatility signals, leveraging large datasets and market microstructure insights.

The role focuses on growing profitability by guiding trading algorithm development and research infrastructure, with strong collaboration across software and hardware teams to deploy research into