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Quantitative Trader -Interest Rates Options

  • Job type: Permanent
  • Location: Chicago
  • Salary: Competitive
  • Job reference: chi110217
  • Sector: Banking and Finance, Quantitative Finance, Selby Jennings
  • Date posted: 02/11/2017
Interest Rates Options Trader

An industry leading Market Making firm here in Chicago is looking to add an experienced trader to its IR options desk. The team consists of quant developers and quant researchers with strong experience in IR options trading. The ideal candidate will have a very strong background in financial mathematics and initiatives in generating trading ideas. 

Job Requirements:
  • Ph.D. and/or Masters in Math, Computer Science, Physics, Engineering or related field 
  • Strong understanding of options theory
  • Professional experience trading IR Options
  • Minimum 2 years experience working with a proprietary trading / MM firm
  • Experience in Python or R is required
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