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
- 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