Volatility Quant | Python, HFT, Growth & Impact

Trading Interview; Chicago, Northern (IL, KY); Hybrid; USD 120,000 - 190,000; Full time

Benefits offered by this job

Collaborative environment

Close-knit team

Exposure to volatility strategies

Flat management

Work life balance

Job summary

Eclipse Trading in Chicago invites a talented quant to join our global Quant and Integration team. This on-site role reports to US Trading Team Lead and Senior Trading Analyst, offering exposure to volatility strategies and cutting-edge tech.

You will perform quantitative analysis to improve strategies, build analytical tools, and collaborate with traders and quants to deliver mathematical solutions in a fast-paced environment.

Qualifications

• 2+ years on/with a mid-to-high frequency volatility desk
• Expertise in options portfolio optimization and backtesting
• Excellent Python scripting, data analysis and model development
• Degree in Mathematics, Physics, CS, Financial Engineering, or related quantitative field
• Authorized to work in the United States
• Strong communication in English
• Experience with relative value/dispersion based volatility strategies
• Experience with short-dated options and modelling realized volatility
• Research experience in event-driven volatility pricing

Responsibilities

• Perform quantitative analysis to improve existing trading strategies and develop new ones
• Work with traders and quants to identify technical trading problems, conduct detailed research and deliver mathematical solutions
• Build and maintain analytical tools and libraries

Skills

HF volatility experience

Python proficiency

Mathematics/Physics/CS degree

English communication

US work authorization

Team collaboration

Options pricing

Backtesting

Research in volatility

Education

Mathematics/Physics/CS/Financial Eng

Tools

Python

Job description

Eclipse Trading in Chicago invites a talented quant to join our global Quant and Integration team. This on-site role reports to US Trading Team Lead and Senior Trading Analyst, offering exposure to volatility strategies and cutting-edge tech.

You will perform quantitative analysis to improve strategies, build analytical tools, and collaborate with traders and quants to deliver mathematical solutions in a fast-paced environment.