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Quant Researcher - Options Market Making, U.S. Market Maker
November 6, 2019
I've partnered with one of the leading global market making firms who specialise in a wide range of fixed income and equity products. They have won multiple awards and accolades including Equities Flow MM of the year as well as FX Flow MM of the year.
They have been expanding their global footprint over the last 18 months and are building a new options market making business in Asia. The head of this team was a PM at one of the top prop trading outfits and he's looking to build a team in Sydney and Hong Kong.
Work with large data sets to identify and capture profitable trading opportunities
Analyse and refine strategy behaviour to ensure consistent performance over time
Optimise and tune strategies to efficiently utilize capital and technology resources
The ideal candidate will have:
Advanced training in mathematics, statistics, physics, computer science, or any other highly quantitative field
Proficiency in applied probability & statistics techniques (e.g. time-series analysis, machine learning, data mining) with a particular focus on constrained optimization methods.
Prior experience working in a data-driven research environment
Proficiency in C++ and at least one of R or Python.
A background demonstrating strong analytical problem-solving skills
An ability to communicate advanced concepts in a concise and logical way
The head of this desk is also exploring more recondite methodologies such as speaking with deep learning/AI researchers who specialise in areas such as robots that can navigate through space, LiDAR data/autonomous driving, etc. in order to borrow these principles to apply to options market making in the delta space.
If you have the relevant background and interested to apply, please click on the link to upload your profile and we will be in touch.