Junior Quantitative Researcher - Options

GTS is a leading global electronic market maker, powered by combining market expertise with innovative, proprietary technology.  As a quantitative trading firm continually building for the future, GTS leverages the latest in artificial intelligence systems and sophisticated pricing models to bring consistency, efficiency, and transparency to today’s financial markets. GTS accounts for 3-5% of daily cash equities volume in the U.S. and trades over 30,000 different instruments globally, including listed and OTC equities, ETFs, futures, commodities, Fixed Income, foreign exchange, and interest rate products.  GTS is the largest Designated Market Maker (DMM) at the New York Stock Exchange, responsible for nearly $12 trillion of market capitalization. Our workplace of 200 plus employees welcomes people of all backgrounds and experiences, and we take pride in our diverse workforce. We evaluate qualified applicants without regard to race, color, national origin, gender or gender identification, sexual orientation, disability, protected veteran status and statuses protected by law.  The GTS culture is collaborative and entrepreneurial and welcomes individuals of all kinds.

The Automated Volatility Trading group (AVT) at GTS is an options market maker quoting in more than 735,000 individual securities across 13 global options exchanges. These comprise the options of 2,000 publicly listed companies, with a specialist appointment in 725 of them. In total, the business trades approximately two percent of all exchange traded equity options volume in the United States.

The Automated Volatility Trading group at GTS is looking for full-time candidates who will work on improving and redesigning the option volatility surface engine. In this role the candidate will be building and back testing custom quantitative algorithms to improve the group’s pricing capabilities.

This role is ideal for those who are passionate about working with high-frequency financial data and have a serious interest in a career in quantitative trading. The role will directly impact the group’s trading activities and help drive its revenue.

• BS./M.S./Ph.D. from a leading university in a quantitative discipline such as math, physics, statistics, computer science or electrical engineering with a GPA over 3.6/4.0
• 1-2 years of related work experience or recent grads Summer 2020 or December 2020
• Deeper understanding and ability in mathematics and statistics
• Strong programming skills, preferably in Java or C++
• Strong communication skills; ability to express complex concepts in simple terms
• Ability to work independently and as part of a team in an open and collaborative environment.

Visa sponsorship available for the right candidate.

We're proud to employ some of the leading talent in the industry, and we work to ensure our employees enjoy a high quality-of-life.

What We Offer:

• A selection of healthcare plans for you and your family, some 100% employer paid
• Insurance coverage that starts on day one
• Free lunch daily
• Casual dress code
• Company outings, including bowling, casino nights and happy hours
• A fully stocked pantry
• A game room with Foosball and a custom arcade cabinet

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