Head Quant (PhD), Electronic Equity Options Market Making
Firma:
Analytic Recruiting Inc.
Land / Bundesland:
USA-IL-Chicago
Vergütung:
Competitive Compensation
Vertragsart:
Festanstellung
Arbeitszeit:
Vollzeit
Zuletzt bearbeitet:
02 Sep 2008
eFC Ref Nr:
435075
A leading Listed Equity Options Market Maker in Chicago is looking for a Senior Trading Quant/Systems Analyst to lead the design and development of a real-time equity index options market making platform.
The System will service all aspects of high frequency equity index options trading including: market-making; real-time pricing and quoting; electronic trade execution; and portfolio risk management. Candidates must have: 1] a Quantitative Ph.D., 2] deep understanding of Option Pricing, Monte Carlo techniques, Stochastic Calculus and Volatility modeling and 3] Five or more years of experience incorporating advanced risk management techniques into real-time trading systems applications at a major Options Market Maker.
Refer to Job#16370-EFC and email MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Jim Geiger as your contact recruiter.
