AMM Quantitative Researcher AMM Quantitative Researcher …

Morgan Stanley
in New York, NY
Permanent, Full time
Last application, 07 May 21
Competitive
Morgan Stanley
in New York, NY
Permanent, Full time
Last application, 07 May 21
Competitive
AMM Quantitative Researcher
Vice President

Qualifications:

We are looking for truly exceptional talent to join AMM (Automated Market Making) on our quantitative research/strategy team. AMM is one of the industry leading on-screen market makers for equity options globally.

The AMM team is made up of software and hardware developers, traders, data scientists and quantitative strategist. Together we train a system to make markets across 14 exchanges in the US and 2 in Europe. The system automatically prices, quotes, hedges, and risk manages the position.

The AMM quantitative strategist will:
- Create innovative solutions to model various aspects of the electronic options market making, such as risk management, volatility surfaces fitting, market impact, microstructure filtering, etc.
- Improve, research, and develop alpha signals in spot and vol space.
- Monitor and evaluate performance and risk of existing and new strategies
- Work together with other strategists, traders, and technology

Skills Required:
- Experience in quantitative modeling and/or large scale data analysis
- Interest in quantitative work and data analytics. Previous experience in machine learning/modeling is a plus.
- Strong quantitative and analytical background
- Strong programming skills in kdb+/Q, or scripting languages like Python.
- Excellent communication skills and ability to interact with traders and technology. *LI-SG1
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