Wolverine Trading

Proprietary trading, asset management, execution services

Systematic Options Trader

Quantitative Trading / Algorithm DevelopmentConfirmed live in the last 24 hours

Full-timeChicago, IL, USANo salary listedIn-person

About the Job

Requirements

At least 5 years of experience conducting or guiding research on large sets of exchange market data and/or options pricing datasets.
Experience defining research priorities and deriving actionable insights from large datasets within the exchange-listed options space.
Exposure to and a deep understanding of low-latency market-making technology, including how research insights are integrated into a production trading system.
Deep knowledge of exchange infrastructure and market microstructure.
Strong communication skills and experience collaborating with software and hardware engineers to take research through to production.

Responsibilities

Grow firm profitability by influencing the development of trading algorithms and researching options pricing signals.
Define microstructure research initiatives and shape research infrastructure.

Desired Qualifications

Strong background in statistics and/or linear algebra is a plus.
Experience with C++ or a similar programming language is a plus.
A proven track record of driving improvements on a systematic market-making desk or semi-systematic volatility trading desk, preferably at a top-tier market-making firm.

Wolverine has an opportunity for an experienced quantitative trader/researcher to join a growing options market-making desk within a well-established firm. The ideal candidate has a passion for defining exchange-facing market-making algorithms and/or identifying options pricing volatility signals. You have experience defining research priorities and deriving actionable insights from large datasets within the exchange-listed options space, leveraging your deep knowledge of market microstructure.

Grow firm profitability by influencing the development of trading algorithms and researching options pricing signals.
Define microstructure research initiatives and shape research infrastructure.

5+ years of experience conducting or guiding research on large sets of exchange market data and/or options pricing datasets.
Proven track record of driving improvements on a systematic market-making desk or semi-systematic volatility trading desk—preferably at a top-tier market-making firm.
Exposure to and a deep understanding of low-latency market-making technology, including how insights gleaned from research projects are integrated into a production trading system.
Deep knowledge of exchange infrastructure and microstructure.
Strong communication skills and experience collaborating with software and hardware engineers to see your research through to production.
Strong background in statistics and/or linear algebra is a plus.
Experience with C++ or a similar programming language is a plus.

About the Company

Wolverine Trading

Proprietary trading, asset management, execution services

Wolverine Trading operates in three areas: proprietary trading, asset management, and execution services. In proprietary trading, it uses market making and valuation arbitrage to provide liquidity and capture price differences across global markets. Wolverine Asset Management runs investment funds for clients, pursuing returns through a range of strategies. The company earns trading profits, management fees, and execution commissions, and aims to grow revenue by applying market expertise and technology to deliver liquidity, portfolio management, and efficient trade execution.

Company size: 201-500
Company stage: Not listed
Total funding: Not listed
Headquarters: Chicago, IL
Founded: 1994

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