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AMM Strategist

Posted on Jan 24, 2019 by Morgan Stanley USA

New York, NY 10001
Banking
3 Jan 2019
Annual Salary
Full-Time
We are looking for truly exceptional talent with experience in one of the very top firms in the area of automated market-making (AMM) on electronic equity options exchanges.

The team is responsible for providing continuous electronic markets for listed options on numerous exchanges. AMM trades tens of thousands of individual options using a team of software developers, traders, quants, and system administrators.

The options AMM strategist will perform the following tasks:
- Analyze and understand exchange micro-structure for both underlying instruments and options
- Analyze and model volatility surface movements
- Investigate innovative methods to improve slippage
- Improve, develop and test and new options trading strategies
- Research market impact and calibration of novel options trading strategies
- Monitor and evaluate performance and risk of existing and new strategies
- Work together with other strategists, traders, and technology

Skills Required:
- Experience in research and development of AMM strategies at top firm
- Strong quantitative and analytical background
- Strong programming skills in kdb/q, C++, experience with scripting languages (Python, Perl) and numerical packages (R, Matlab)
- Excellent communication skills and ability to interact with traders and technology AMM Strategist

Reference: 621442879