Options Market Making Quantitative Developer - Chicago

JOB DESCRIPTION

Proprietary 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.

Must have:
• 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