VP/Associate, Front Office Flow Derivatives Trading Strategist (Software Developer)
Core
Develop and implement trading strategies and tools for Equity Derivatives businesses, focusing on pricing platforms, execution systems, and risk management for listed and OTC derivatives.
Role type
VP/Associate Front Office Flow Derivatives Trading Strategist (Software Developer)
Builds
Pricing platforms, execution systems, algorithms, and risk management tools for equity derivatives trading desks.
Domain
Financial Services / Equity Derivatives
Deliverable
production ML models | product features
Required skills
C#/.NET (WPF/Blazor), Python scripting, Relational Database Design (MSSQL/Postgres), Enterprise Middleware/MQ (AMPS/ActiveMQ/Kafka), Market data feed systems, Git/CICD, Vanilla & Exotic Equity derivative pricing models
Preferred skills
FIX protocol, Quantitative trading systems, US Option Market structure, C++, Tableau, PowerBI
Technologies
C#, .NET, WPF, Blazor, Python, MSSQL, Postgres, AMPS, ActiveMQ, Kafka, Git, FIX
Responsibilities
Develop new tools for pricing listed and OTC option strategies; Participate in creating a new RFQ workflow tool; Build historical trade analysis tools including customer analysis and P&L attributions; Integrate new pricing and risk management tools into execution platforms; Coordinate deliverables across quantitative model development, operations, and technology teams; Support traders and sales personnel with intraday risk issues and P&L attribution; Guide analysts in developing back-testing and trade idea generation Python scripts.
Seniority
VP/Associate level
