Quantitative Trader – Equity Derivatives

Responsibilities
Actively managing and monitoring systematic trading strategies across centralized and decentralized markets on a day-to-day basis, making live parameter adjustments and managing position sizing, hedging, and capital allocation.
Analyzing P&L, execution quality, transaction costs, and capital utilization to identify opportunities to improve strategy performance.
Triaging position discrepancies and execution issues, and working with engineers to adapt to evolving market conditions.
Collaborating with quants and engineers to evaluate, test, and refine strategies, develop analytical tools, and support expansion into new markets.

Qualifications
3 + years professional trading experience in equities futures, single-stock ETFs, options, or other derivatives, including direct responsibility for live positions and risk.
Strong understanding of pricing, inventory management, hedging, and market microstructure.
Strong mathematical and quantitative skills, including probability, statistics, and linear algebra.
Experience using Python for trading-data analysis, performance attribution, risk monitoring, and strategy evaluation.
Demonstrated ability to make independent trading decisions and exercise sound judgment under changing market conditions.
Experience working with researchers and engineers to translate quantitative models and analysis into practical trading decisions and improvements.

Preferred experience:

Institutional options/volatility trading experience is highly desirable.
Experience with DeFi protocols such as AMMs, concentrated liquidity pools, and Uniswap
Familiarity with on-chain execution, transaction costs, MEV-related risks, and liquidityposition management.
Experience building, debugging, or improving backtesting and simulation tools