Options Market Making and Risk Manager
New York, New York, United States
Two Sigma is seeking an individual to work on a growing trading desk and to collaborate with Engineering and Quantitative teams to trade options.
- Risk and position management in compliance with the firm’s risk parameters.
- Trade options on stocks involved in rights issues, takeover speculation, short stock rate changes, spin offs, and going ex-dividends;
- Trade dividend levels by combining real-time market insight with historical date using profit mean payouts;
- Notify management of discrepancies and risk management issues related to positions, Market Making rebates, and dividend tax withholdings;
- Conduct evaluations of various equity and equity derivative portfolios, which involve supervisory functions, algorithm development, research and other projects, intended to expand and improve the firm’s long-term performance.
- Electronic Market Making in all the U.S. option exchanges.
- Bachelor’s degree
- 5 years’ experience in options market making or related field
- 4-5 years trading practices, corporate action risk and pricing, risk management protocol, derivatives market making, algorithm development, monitoring price inputs, trading systems
- Knowledge of pandas, python, and Linux environments.
- Prior experience trading VIX products a plus