Old Mission Capital, LLC seeks a Senior Quantitative Developer at its facility located at 120 Broadway, 11th Floor, New York, NY 10271.

JOB DESCRIPTION :

Work directly with our trading group in building new models while investigating the current pricing models being used. Participate in the idea generation process with respect to options research and will also be constructing tools for traders as needed. Work with other members in trading group to assist in constructing new pricing models while also investigating the models that are currently being used. Assist in developing options specific research infrastructure and libraries in python explore trading ideas by analyzing market data and market microstructure for patterns. Participate in the idea generation process with respect to options research build additional tools for traders in python ability to adjust to the market conditions and work efficiently in small collaborative teams. Collaborate and work directly with the traders on analyzing, developing new ideas/tools to analyze data for patterns.

_REQUIREMENTS: _

This position requires a Master’s degree, or foreign equivalent, in Computer Science, Financial Engineering, Mathematics, Statistics, or a related field plus 7 years of experience in equities trading or a related field. Additionally, the applicant must have professional experience with

Utilizing programming systems including Python, C++, VBA, R, Matlab, or Java to build software and infra tools and process data;
Utilizing financial data sourced via Bloomberg, FactSet, Reuters to analyze financial markets;
Developing risk modelling and portfolio optimization techniques, creating and building models and optimizing trading strategies using their advanced programming ability;
Developing, researching or testing various algorithmic trading components to assist with executing desk strategies and react to market events in an automated fashion;
Experience of risk modelling and portfolio optimization techniques, creating and building models and optimizing trading strategies using their advanced programming ability; and
Creating strategies for the implementation and creation of trading algorithms, running simulations, or statistical analysis

RATE OF PAY : $175,000-$225,000 per year