First Quadrant seeks a Global Futures and Options Trader. Specific duties will include:
ï§ Trade global derivatives -- e.g., futures, options and swaps -- seeking best execution while incurring the lowest transaction cost;
ï§ Continuously improve the existing trading methodologies and workflow;
ï§ Develop and research new trading ideas/strategies (particularly in the options space) and improve the existing strategies;
ï§ Design and develop electronic trading tools and algorithms;
ï§ Lead firm-wide efforts to transition into automatic and higher-frequency trading.
Requirements:
ï§ MA/MS degree in Financial Engineering;
ï§ Five years experience in developing trading applications and algorithms;
ï§ Demonstrated knowledge of derivatives pricing techniques such as Monte Carlo and Finite Difference;
ï§ Demonstrated proficiency in designing and developing trading applications and algorithms in the futures and FX space in a Unix and Windows environment;
ï§ Demonstrated knowledge of Modular object-oriented design and data structures;
ï§ Demonstrated proficiency in software development using Java, C++ and Excel;
ï§ Demonstrated knowledge of scripting and parsing tools including ksh, perl and sed/awk;
ï§ 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.
Tidak ada komentar:
Posting Komentar