Options Quantitative Strategist

Virtu is seeking an experienced Quantitative Strategist to design, architect, and implement the next iteration of its automated options trading system. The ideal candidate will have deep experience in developing, modeling, and pricing of 'vanilla' options.

Requirements

• Minimum 3-5 years of experience in practical options pricing at an OAMM (Options Automated Market Maker)
• Advanced degree (preferably PhD) in Science, Math, Engineering or other quantitative field
• A solid understanding of risk management and valuation models
• Strong programming skills in C++ and Python
• Experience in automated market making