• 110,000 - 125,000
  • New York, New York

110,000 - 125,000

New York, New York

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GBM Public Engineering Strat - Analyst - NYC

One Delta Systematic Market Making (SMM) oversees real-time automated trading strategies that collectively execute and hedge billions of dollars of risk on a daily basis, as well as curate and maintain large datasets that help us optimize our business and serve our clients. You'll be a member of a small and highly integrated team of Strats and TWCs (Traders Who Code), where you will align and collaborate with various risk desks in the business.The team runs our Central Risk Book business across Cash and Vol and closely collaborates with our One Delta and Volatility businesses within Equities. The team is always expanding, and fits a variety of skill sets from more quantitative for pricing/hedging/strategy to more technical for developing high quality, scalable software and automation.

RESPONSIBILITIES AND QUALIFICATIONS

Responsibilities

  • Develop automated trading technology front-to-back
  • Develop and analyze strategy backtests
  • Building pricing, risk and capital models for stocks
  • Working directly with traders on strategies to navigate rapidly changing market and risk conditions

Who We Look For

  • An ideal candidate would have strong quantitative and technical problem solving skills, drive to investigate and learn new ideas, and good judgement to deliver quick yet robust solutions.

Basic Qualifications

  • Bachelors in CS/Engineering or equivalent
  • Coding experience in Python and/or Java
  • Excellent written and verbal communication skills.
  • Ability to work in a dynamic and fast-paced and deliver accurate results quickly.
  • Ability to solve problems and to explain underlying ideas

Salary Range

Benefits

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