Overview

The options AMM strategist will perform the following tasks:

  • Analyze and understand exchange micro-structure for both underlying instruments and options
  • Analyze and model volatility surface movements
  • Investigate innovative methods to improve slippage
  • Improve, develop and test and new options trading strategies
  • Research market impact and calibration of novel options trading strategies
  • Monitor and evaluate performance and risk of existing and new strategies
  • Work together with other strategists, traders, and technology

Responsibilities

  • Analyze and understand exchange micro-structure for both underlying instruments and options
  • Analyze and model volatility surface movements
  • Investigate innovative methods to improve slippage
  • Improve, develop and test and new options trading strategies
  • Research market impact and calibration of novel options trading strategies
  • Monitor and evaluate performance and risk of existing and new strategies
  • Work together with other strategists, traders, and technology

QUALIFICATIONS:

Skills Required:

  • Experience in research and development of AMM strategies at top firm
  • Strong quantitative and analytical background
  • Strong programming skills in kdb/q, C++, experience with scripting languages (Python, Perl) and numerical packages (R, Matlab)
  • Excellent communication skills and ability to interact with traders and technology

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