Two Sigma is a financial sciences company, combining data analysis, invention, and rigorous inquiry to help solve the toughest challenges in investment management, insurance technology, securities, private equity, and venture capital.
Our team of scientists, technologists, and academics looks beyond the traditional to develop creative solutions to some of the world’s most complex economic problems.
Two Sigma Securities brings a scientific approach to systematic trading and risk management to make markets more efficient. Our team trades over 10,000 US equities and 4,000 listed options, leveraging our high performance trading system to execute over 850 million shares per day. Two Sigma Securities is entering an exciting growth phase. We value the insights of our colleagues and encourage them to innovate and shape their own work agenda. New joiners use our proprietary platform to work on diverse projects. From building next generation trading technologies and researching novel AI and machine learning techniques to enhancing our strategies and deploying automation, our team is pushing the frontier in systematic trading.
We are seeking an experienced quantitative trader, to be based in either Chicago or New York, to join our newly formed CME options market making team.
You will take on the following responsibilities:
- Trade, build, operate and optimize the options trading desk and manage portfolio return and risk of the options market making strategy
- Collaborate with quantitative researchers to develop systematic strategies for trading, pricing and risk management
- Build analytical tools to create insights into our trading and market opportunities to generate new ideas and deliver improvement across strategies
- Work with our Risk team to guide portfolio through market stress events
- Analyze low-latency market microstructure data to gain insight into how our tactics interact with the market and how to improve them further
- Drive technology adoption across our networking, market data and FPGA teams, helping to direct and prioritize development work
You should possess the following qualifications:
- 2-4 years of experience trading US options, preferably CME options
- A degree in an analytical or quantitative discipline such as Statistics, Mathematics, Physics, Electrical Engineering, or Computer Science
- Excellent analytical and quantitative skills
- Ability to program or script in Python or another language
- Thrive in a highly dynamic and fast-paced environment
- Display an ability to manage uncertainty and have strong decision-making skills even with sometimes incomplete information