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Develop and maintain ultra-low-latency C++ systems for options market making. Build exchange connectivity, optimize execution algorithms and performance, collaborate with traders, quant researchers and other engineering teams, and deliver production-quality software with automated testing and peer review.

Lead research, development and implementation of trading strategies targeting a specific market inefficiency. Maintain and demonstrate a strong track record and realised Sharpe, apply market dynamics to strategy performance, and code and research to iterate strategies from idea to live implementation.

The role involves developing analytics infrastructure in Python, conducting quantitative research, analyzing trading strategies, and supporting portfolio management and business development initiatives.

Collaborate with traders and researchers to design and build robust data systems for trading analysis in a fast-paced environment.