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Head of Options Quantitative Strategies (USA)

trexquant · 30+ days ago
Negotiable
Full-time
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We are looking for an experienced Options trading specialist to develop quantitative strategies and build out an Options Quantitative Strategy Team. In this role, you will be responsible for developing strategies and building out a team of quantitative researchers for researching, implementing, and trading profitable option and volatility based strategies within our core product. Your work will integrate options into our proven quantitative processes, and expand our tradable universe, profitability, and competitive edge.

Responsibilities

  • Lead a team of researchers in researching, implementing, and trading profitable volatility and options based quantitative strategies.
  • Identify data useful for building and backtesting proposed volatility and options trading strategies then build pipelines to feed these datasets into our research and trading platforms.
  • Collaborate with the development team to improve accuracy, robustness, and speed of our platform in simulating and trading options and volatility based strategies.
  • Develop options and volatility based trading strategies and partner with the executions team to optimize execution of options based strategies, harmonizing with existing investments and asset classes.
  • Partner with the risk team to establish monitoring and controls for option specific risk exposures as well as risk allocation among our incumbent strategies.
  • Lead the Options Quantitative Strategy Team to continually add, enhance and monitor Option and Volatility alphas for the ongoing profitability and scale of the team’s strategies.
  • Regularly present to senior management to collaborate and align quantitative option research with overall trading and investment strategies.

Requirements

  • 5+ years of experience in researching and trading quantitative options and volatility based strategies.
  • Experience managing or leading a team of quant researchers.
  • Strong quantitative skills.
  • Proficiency in Python.

Benefits

  • Competitive salary, plus bonus based on individual and company performance.
  • Collaborative, casual, and friendly work environment while solving the hardest problems in the financial markets.
  • PPO Health, dental and vision insurance premiums fully covered for you and your dependents.

Last updated on Aug 24, 2024

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