Key Responsibilities:

Lead the design, development, testing, and deployment of a sophisticated options market making library, focused on OTC and Exotics.
Collaborate extensively with the Quantitative Research team to identify key priorities, translating complex quantitative models into customized software solutions that align with business objectives.
Architect, design, and develop robust C++ components that serve as the backbone of trading applications, ensuring reliability, speed, and accuracy in live trading scenarios.

Essential Skills and Preferred Qualifications:

A deep-seated passion for cutting-edge technology, software engineering, and mathematical problem-solving.
Advanced proficiency in C++ programming, with a strong understanding of Python for complementary tasks and scripting.
Significant experience with financial derivatives, coupled with a thorough understanding of pricing library design principles and practices.
Outstanding quantitative and analytical skills, with the ability to apply these skills to complex financial products and trading strategies.
A Bachelor’s or Master’s degree in Computer Science, Mathematics, Statistics, or a related field, or equivalent professional experience.
Exceptional communication skills, both written and verbal, with the ability to clearly convey technical concepts to non-technical stakeholders and collaborate effectively across multidisciplinary teams.

High Frequency Trading Firm jobs