Index Options Volatility Trader

Job description

Our Index Options team chases edge in volatility valuation, detailed execution, and fast technology. We are making a big push in our ability to price vol and take risk, with the goal of growing into a leading volatility desk in the marketplace. We are a highly collaborative group of generalists and specialists. Together we strive to have deep expertise, ownership, and innovation in the topic areas that are important to winning in the Index Options space. Your Core Responsibilities: - Maximize revenue by identifying and monetizing short- and long-term mispricing, as well as managing the resulting positions - Monitor and react to volatility shifts, liquidity changes, and macro events. - Take ownership of index options trading books across EU and/or US markets with a focus on opportunistic, high-risk/high-reward strategies - Deploy directional and volatility-based trades with strong conviction, backed by market intuition, quantitative signals and rigorous scenario analysis - Collaborate with quants and engineers to refine pricing models and volatility surfaces and to improve execution tools, automation and latency - Back test signals and validate new trading ideas. - Provide feedback...