Quantitative Developer

Quantitative Developer

Wildwood trading is a proprietary trading firm based in San Francisco.

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Job Description

The role

Wildwood is seeking an experienced Quantitative Developer to help build and improve our options pricing, volatility models, trading algorithms, and analytics. You will apply both your mathematical and programming skills to develop software that gives Wildwood its edge in the marketplace. Working side by side with trading system developers, you will help Wildwood manage risk, develop and deploy trading strategies, and generate trading revenue in a rapidly changing market.  You will have your choice of work location in Chicago or New York.

Requirements

  • 4+ years of experience in an options trading environment
  • Experience with option pricing and volatility surface modeling
  • Master’s degree or PhD in a quantitative or technical field such as Mathematics, Financial Engineering, Computer Science
  • Excellent math skills and experience
  • 2+ years of experience in Java