Options Trader
You will join the options desk as a Quantitative Trader, designing, managing, and improving high-performance options strategies. You will research and implement new volatility trading strategies and analyze existing ones to identify improvements. You will apply modern statistical methods to spot trading opportunities, design and improve frameworks for managing options portfolio risk, and enhance options pricing and volatility fitting. You will work in a fast-paced, collaborative environment alongside experienced quants and seasoned software engineers, focusing on APAC markets.
Responsibilities
- Research and implement new volatility trading strategies
- Analyze existing strategies to identify potential improvements
- Apply observation skills and modern statistical methods to identify trading opportunities
- Design and improve frameworks for managing options portfolio risk
- Improve options pricing and volatility fitting
Requirements
- Minimum 1-2 years of experience in options trading at an APAC OAMM (Options Automated Market Maker)
- Excellent academic background with a degree in Science, Math, Engineering or other quantitative fields
- A solid understanding of APAC options, their pricing and dynamic risks
- Experience in automated market making in options on indices, futures, equities
- Strong programming skills, and experience with using Jupyter notebooks
- Exceptional quantitative, mathematical, and problem-solving skills
- Great communication skills and the ability to collaborate with peers