Salary/Package: Extremely Competitive
Location: New York
Job Type: Permanent

This firm is a $15billion family office managing the assets of its founder and its eligible employees. They primarily invest in discretionary long/short equities and makes significant quantitative and macro investments. The Firm is headquartered in New York and has a world class team of approximately 1,000 employees, including more than 350 investment professionals.

PREFERRED SKILLS AND ABILITIES
  • Strong quantitative skills
  • Strong communication skills
  • Masters or PhD Degree in Computer Science or a quantitative discipline
  • At least 2-years’ experience in a quantitative options business (automated market making or volatility arbitrage)
  • Experience implementing systems for real-time option pricing, risk, and execution
  • Experience implementing fully automated option delta hedging strategies
  • Experience implementing real-time forecast, alpha services
  • Experience manipulating tick/microstructure level data
  • Ability to assess buy vs build trade-offs and performance trade-offs at all levels of the technology stack
  • Expertise in C++ or Java, Python
  • Domain knowledge of multiple product types preferred (options on futures, equity indices, ETFs, stocks, FX)
  • Entrepreneurial mindset, desire to be a senior founding member of a dynamic investment team
RESPONSIBILITIES
  • Design, develop, and integrate modular system components for research, simulation, and real-time trading
  • Option pricing and Greek computation
  • Signal and forecast computation
  • Portfolio construction and optimization
  • Order generation and handling
  • Position, risk, and P&L services
  • Efficient storage and access scheme for market and non-market data across all frequencies
  • Compute cluster, high throughput research infrastructure
  • Performance attribution and post-trade analytics
  • Trading system robustness (automated reconciliation, limit enforcement, system-wide alerts and fuses)
  • Monitors, dashboards

Relocation is available for the right candidate.