I'm working with a client that's making a strategic push to expand its systematic capabilities within the equity derivatives space. This is a newly created function, and they're hiring their first quant to lead the buildout of a sophisticated, automated trading system.

The team has already developed a strong set of internal tools-but they're not yet ready for production. This hire will be responsible for productionizing, scaling, and ultimately helping shape the future of the business. It's a hands-on role with real ownership and the potential to grow into a leadership position as the team expands.

The ideal candidate will bring deep experience in options theory, market microstructure, and systematic execution, along with strong programming skills and a collaborative mindset. You'll be working closely with traders who are shifting toward a more systematic approach in the derivatives space.

Key Responsibilities:

• Develop auto-quoting and auto-hedging strategies for options
• Build back-testing frameworks and execution benchmarking tools
• Design and implement custom execution algorithms
• Collaborate with traders and quants to improve performance
• Store and analyze historical trade data for ongoing optimization

Requirements:

• Strong background in quantitative finance, mathematics, or statistics
• Deep understanding of options, market microstructure, and algo trading
• Proficiency in Python (must-have); C++, Java, or KDB are nice-to-haves
• Experience with back-testing, execution analysis, and risk systems
• Excellent communication and collaboration skills
• Buy-side experience preferred
• Open to candidates up to VP level
• H1B candidates welcome (we'll ask about approval date and I-140 status)

This is a rare opportunity to be the first hire in a high-impact team, with the chance to build out a team beneath you as the function grows.