Wolverine has an opportunity for an experienced quantitative trader/researcher to join a growing options market-making desk within a well-established firm. The ideal candidate has a passion for defining exchange-facing market-making algorithms and/or identifying options pricing volatility signals. You have experience defining research priorities and deriving actionable insights from large datasets within the exchange-listed options space, leveraging your deep knowledge of market microstructure.
- Grow firm profitability by influencing the development of trading algorithms and researching options pricing signals.
- Define microstructure research initiatives and shape research infrastructure.
- 5+ years of experience conducting or guiding research on large sets of exchange market data and/or options pricing datasets.
- Proven track record of driving improvements on a systematic market-making desk or semi-systematic volatility trading desk—preferably at a top-tier market-making firm.
- Exposure to and a deep understanding of low-latency market-making technology, including how insights gleaned from research projects are integrated into a production trading system.
- Deep knowledge of exchange infrastructure and microstructure.
- Strong communication skills and experience collaborating with software and hardware engineers to see your research through to production.
- Strong background in statistics and/or linear algebra is a plus.
- Experience with C++ or a similar programming language is a plus.