Ronin is currently looking for Financial Engineer / Quantitative Trader to work in the listed-options group. The ideal candidate would possess a quantitative research background and would be expected to help in creating new, semi-automated option trading strategies. This role requires interfacing with traders and developers to arrive at new, listed option trading strategies and effective execution algorithms. An advanced degree with substantial work in math and/or science is required. After demonstrated performance, this position is expected to transition into a senior role with independent trading responsibilities. This position is located in our Chicago, Illinois office.
Responsibilities:
• Design, develop, test, rollout, and maintain trading algorithms and new strategies in listed options.
• Work with the senior programmers and traders to design efficient and scalable solutions.
• Trade firm capital
• Work with market data and network infrastructure teams as well as quantitative analysis team.
• Develop and maintain proprietary databases, reports and monitors.
• Enhance current trading tools.
• Perform related duties as assigned.
Requirements:
• Requires Master’s Degree or equivalent in Mathematics, Financial Mathematics, Statistics, Engineering, Econometrics, Physics, Computer Science or related advanced degree in a related quantitative field.
• Minimum 2 years direct experience working on exchange traded derivatives and/or automated option trading strategies.
• Strong understanding of system architecture and design. Preferred languages/packages include C++/C#, Java, S+/R, SQL
• Fundamental understanding of numerical modeling and the underlying math.
• Understanding of financial models, statistical analysis, and/or simulation.
• Desire and aptitude to learn software and system applications used in the business.
• Excellent written and verbal communication skills.
• Ability to work in a high pressure, dynamic trading environment.
• ONLY CANDIDATES WITH RELEVANT EXPERIENCE NEED APPLY.View the article
Responsibilities:
• Design, develop, test, rollout, and maintain trading algorithms and new strategies in listed options.
• Work with the senior programmers and traders to design efficient and scalable solutions.
• Trade firm capital
• Work with market data and network infrastructure teams as well as quantitative analysis team.
• Develop and maintain proprietary databases, reports and monitors.
• Enhance current trading tools.
• Perform related duties as assigned.
Requirements:
• Requires Master’s Degree or equivalent in Mathematics, Financial Mathematics, Statistics, Engineering, Econometrics, Physics, Computer Science or related advanced degree in a related quantitative field.
• Minimum 2 years direct experience working on exchange traded derivatives and/or automated option trading strategies.
• Strong understanding of system architecture and design. Preferred languages/packages include C++/C#, Java, S+/R, SQL
• Fundamental understanding of numerical modeling and the underlying math.
• Understanding of financial models, statistical analysis, and/or simulation.
• Desire and aptitude to learn software and system applications used in the business.
• Excellent written and verbal communication skills.
• Ability to work in a high pressure, dynamic trading environment.
• ONLY CANDIDATES WITH RELEVANT EXPERIENCE NEED APPLY.View the article
