Associate – Quantitative Developer, Automated Options Trading recruitment
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In the world’s financial markets, Deutsche Bank CIB: Markets is an acknowledged leader. We regularly win awards and top industry polls for our high-performing investment banking products and services. Our 6,400 employees around the world have a reputation for being highly focused. We provide clients with unique insights, vast experience and an unparalleled level of service.
Our top-ranked business offerings include bonds, equities, FX, money market products, commodities and all forms of derivatives and structured investment, financing and risk management products. We are active throughout Europe, North America, Asia and all the world’s emerging markets.
Job Description:
The Quantitative Developer will play a critical role in designing, architecting, and implementing advancements to our automated options trading system with cutting edge technologies. The successful candidate will have the rare opportunity to work with the latest tools and technologies and contribute to a successful options trading platform.
Requirements:
- MS or PhD in computer sciences, mathematics or other quantitative field
- 3+ years experience in designing and implementing electronic option market making system in an established option trading house
- Practical experience in issues such as implied and realized volatility modeling, volatility risk management and calibration, volume trading signals, event modeling and risk, order placement logic, PnL analysis, and microstructure effects
- Proven track record on problem solving and solid delivery record of successful production rollouts
- Solid understanding of risk management and valuation models
- Experience working with scripting and database related tasks involving large data sets
- Experience with optimization/statistical methods and tolls in an options context
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