This position requires an expertise in the area of high-frequency futures and options trading.

Specific areas of expertise may include one or more of the following:

Interest Rate Derivatives: Supporting market making operations on US Treasury cash and futures products and interest-rate derivatives.

Energy Commodity Derivatives: Support quantitative and fundamental research in natural gas and crude oil futures

Option Volatility: Research, develop, and implement tools and models relating to option volatility

Index Options: Have a solid understanding of the US listed options market, especially index options.

Equity Options: Have a strong background in equity options modeling and correlation management with the ability to develop models and strategies for option portfolios, including price, volatility and risk

Skills Required:

• Minimum 1 year working experience in quantitative financial analysis.
• Strong background in using Monte Carlo techniques, stochastic calculus, volatility modeling, partial differential equations, time series analysis and statistics
• Programming experience required, preferably in C/C++ or C#/.Net
• Ability to work in a fast-paced environment and be able to meet deadlines
• Self-motivated and the ability to work independently on assignments with little supervision
• Desire and aptitude to learn software and system applications used in the business
• Solid verbal and written communication skills
• Experience with advanced risk management techniques