Quantitative Volatility Trader

Overview

Quantitative Volatility Traders (QVTs) collaborate with developers and researchers to implement Xantium's derivatives trading strategies. The role requires established Python coding skills, strong mental math, and developed market intuition. Initial responsibilities include trading system monitoring and improvement; some roles also involve individual trade execution and support. With guidance from senior team members, all QVTs grow to better understand how the range of Xantium’s volatility strategies are developed and optimized. We are seeking multiple QVTs for a rapidly growing team. Candidates with derivatives experience in the following underlying asset types are particularly attractive: equities (single name and index), commodities, and fixed income.

Responsibilities

• Monitor and improve trading systems to support derivatives strategies.
• Perform individual trade execution and provide support as needed (as applicable).
• Collaborate with developers and researchers to implement and refine volatility trading strategies.
• Develop market intuition and understanding of how Xantium’s volatility strategies are designed and optimized over time with guidance from senior team members.

Qualifications

• 1–3+ years of full-time experience trading derivatives or developing options trading systems.
• Bachelor’s degree (or higher) in hard sciences (e.g., mathematics, computer science, physics, engineering, etc.).
• Strong Python coding skills.

Preferred Asset Experience

Experience with derivatives in the following underlying asset types is particularly attractive: equities (single name and index), commodities, and fixed income.

Compensation

Quantitative Volatility Traders in New York can expect to earn $150,000 to $225,000+ base. Total compensation also includes a large annual bonus, guaranteed in year one and based on employee and firm performance thereafter.