【职位描述】

1、负责大宗商品场内期权自营交易，包括但不限于场内、场外期权套利交易，期货、期权做市交易等；
2、完成策略的开发和测试，在给定的风险敞口内，负责策略的投资管理，实现预期投资收益；
3、配合开发人员完成交易相关技术系统的需求规划及系统建设工作。
1.This role is mainly responsible for proprietary trading and systematic market making of commodity options listed in China.It also covers volatility alpha seeking and arbitrage across markets and products.
2. Model volatility and investigate market microstructure
3. Develop and back-test trading algorithms and execution logic
4. Manage the lifecycle of strategies and achieve targeted return while strictly following all risk limits.
5. Support system developers to implement the trading and back-testing infrastructure.

【入职要求】

1.重点院校全日制硕士及以上学历，计算机、金融工程、数量经济、数理金融、统计学、应用数学等相关专业；
2.具有三年以上场内期权自营交易经验，有丰富的数理研究、量化分析和投资管理经验，熟悉衍生品定价、风险管理、套利交易者优先；
3、熟练掌握Python，MatLab、C/C++;熟悉ORACLE，Sql Server, mysql等数据库；
4、做事严谨认真、脚踏实地，具有良好的学习能力、沟通能力和团队合作能力。
1. PhD or Master’s Degree. major in Computer Science, Engineering, Math Finance or related subject from a top-tier institution.
2. At least three years of experience with algorithmic trading or market making of listed options, preferably in Asian market.
3. Solid knowledge of derivatives pricing and risk management theory is a plus.
4. Proficiency in Python and C/C++, familiarity with database and network technology.
5. Strong communication skill, learning capability and team-work spirit.