Hedge Fund Options Programmer Hedge Fund Options Programmer …

Spark Investment Management LLC
in New York, NY, United States
Permanent, Full time
Last application, 20 Aug 19
Very Competitive
Spark Investment Management LLC
in New York, NY, United States
Permanent, Full time
Last application, 20 Aug 19
Very Competitive
Strong programmers with experience and a mathematical tilt may find this work interesting, challenging, and rewarding.

We are an established stat arb hedge fund with an opportunity for an experienced software engineer to develop an options trading system.  The system’s capabilities will be developed in phases:

  • Options pricing
  • Volatility estimation
  • Historical data and historical simulation
  • Trading and production support
  • Automated trading
  • Real-time risk management

 

Strong programmers with experience and a mathematical tilt may find this work interesting, challenging, and rewarding.  Options knowledge and experience will be a significant plus.  Above-market base and bonus along with capability to grow with the success of the system. 

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