craiglist newyork -: Global Futures and Options Trader (Pasadena)

Global Futures and Options Trader (Pasadena)

First Quadrant seeks a Global Futures and Options Trader. Specific duties will include:
 Trade global derivatives -- e.g., futures, options and swaps -- seeking best execution while incurring the lowest transaction cost;
 Continuously improve the existing trading methodologies and workflow;
 Develop and research new trading ideas/strategies (particularly in the options space) and improve the existing strategies;
 Design and develop electronic trading tools and algorithms;
 Lead firm-wide efforts to transition into automatic and higher-frequency trading.

Requirements:
 MA/MS degree in Financial Engineering;
 Five years experience in developing trading applications and algorithms;
 Demonstrated knowledge of derivatives pricing techniques such as Monte Carlo and Finite Difference;
 Demonstrated proficiency in designing and developing trading applications and algorithms in the futures and FX space in a Unix and Windows environment;
 Demonstrated knowledge of Modular object-oriented design and data structures;
 Demonstrated proficiency in software development using Java, C++ and Excel;
 Demonstrated knowledge of scripting and parsing tools including ksh, perl and sed/awk;
 Demonstrated knowledge of relational databases including Sybase and Oracle and the Matlab and Python programming languages.

• Location: Pasadena
• Principals only. Recruiters, please don't contact this job poster.
• Please, no phone calls about this job!
• Please do not contact job poster about other services, products or commercial interests.