C++ QD - Algo Volatility Trading- Global Hedge Fund
Core
Developing a systematic platform for options trading, including algorithms to optimize execution and post-trade analytics for Portfolio Managers.
Role type
Senior C++ quantitative developer (volatility trading)
Builds
Automated options trading systems and post-trade analytics capabilities
Domain
Financial markets (equities, derivatives, options, futures) and volatility trading
Deliverable
production ML models
Required skills
Modern C++ (C++17+), quantitative analysis, mathematical modeling, statistics, probability theory, options trading knowledge (Equity/Index Options, Variance/Volatility Swap), automated trading system development
Preferred skills
Deep understanding of financial markets, experience building automated options trading systems
Technologies
C++17, C++20
Responsibilities
Designing and implementing options trading systems, collaborating with QAs and traders, optimizing execution algorithms, maintaining robust code
Seniority
Senior, hands-on IC