Options Market Making Quantitative Developer - Chicago
The Hagan-Ricci Group (HRG) | Chicago, Illinois | Posted: November 8, 2012
JOB DESCRIPTIONProprietary trading group is looking for a quantitative developer that can help with the design and development of the firm’s proprietary options market making trading platform.
The best candidates will come from a competitor’s options market making team with experience implementing pricing/volatility models. A solid understanding of options math and performance optimization is critical to success in this role.
You will also have an opportunity to work directly with the traders on strategy development.
• Mathematical background related to option pricing
• Multi-threaded C++ programming
• Understanding of data structures and core algorithms
• Advanced degree in related field
$250,000 - $400,000 DOE
Additional InfoEmail MS Word attached resume in confidence to: email@example.com
Reference LBB57-AT, Options Market Making on subject line.