Systematic Vol Traders

vor 5 Monaten


Zug, Schweiz Eka Finance Vollzeit

Eka Finance Zug, SwitzerlandPosted 1 hour ago Hybrid Permanent $High
- Trading firm are looking to talk to systematic vol traders interested in working from Zug.

**Role:

- **

Lead trader for ultra-low latency options. Real-time management of the trading systems and coordination with the prop and market making teams within the same pod

Project lead for the design and implementation of new ultra-low latency options strategies. This will involve rapid prototyping with detailed specs, ready for consumption by the software and hardware teams

Strategy back-testing including use of full order book replay, deep data research.

Evaluation of strategy performance and provision of detailed execution analytics to the quant research team

Implementation of detailed statistical trading metrics to aid in the continual improvement of the system

**Requirements:

- **

Competitive nature & desire to win in the markets

Demonstrated track record in helping to design and implement profitable ultra-low latency options strategies

Exceptional knowledge of options and delta 1 order book construction & statistical signal generation

Deep understanding of the fundamentals of options pricing and electronic execution, automated risk management and portfolio construction

Computer Science background or equivalent coding capability. Strong knowledge of Python / SQL / Linux and ability to read C++.

Ability to code in python/ Matlab.

**Apply:

- **
- Job ID SH