Systematic Options Trader

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.

What You'll Do:

Grow firm profitability by influencing the development of trading algorithms and researching options pricing signals. Define microstructure research initiatives and shape research infrastructure. What We're Looking For:

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.

All candidates must be eligible to work in the U.S. without sponsorship.

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