GSR - Systematic Options Researcher / Trader (Market Making)
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Requirements
• Strong programming skills in Python (research, prototyping, data analysis) and C/C++ or Rust (performance-critical production systems). • Experience working with real-time trading systems. • Strong foundation in probability, statistics, and stochastic processes. • Experience with volatility modelling and options pricing. • Ability to work with large datasets and build scalable research pipelines. • Quantitative Background • Strong understanding of Black–Scholes and advanced pricing frameworks, volatility surfaces and skew dynamics, Greeks and risk management, and market microstructure. • Prior experience in systematic trading or market making is highly preferred.
Responsibilities
• Develop and improve systematic options market-making strategies. • Design and calibrate volatility models, skew models, and surface construction frameworks. • Research and implement pricing models for vanilla and multi-leg options strategies. • Optimize quoting logic under microstructure constraints (latency, queue position, fill probability). • Design and evaluate delta, gamma, and vega hedging frameworks. • Build robust backtesting tools and simulation environments for options strategies. • Analyze trading performance and identify opportunities for improvement. • Collaborate closely with developers to deploy research into production systems. • Monitor live strategies and iterate quickly in response to market behaviour.
Benefits
• A collaborative and transparent company culture founded on Integrity, Innovation, and Performance. • Benefits including healthcare, dental, vision, retirement planning, 30 days of holiday, and free lunches when in the office. • Hybrid working pattern across our global offices in London, the US, Singapore, Zug, and Malaga. • Regular Town Halls, team lunches, offsites, and social events. • A strong Corporate and Social Responsibility program, including charity matching and volunteer days. • Immigration and relocation support where required. • Equal Opportunity Statement • GSR is proudly an Equal Employment Opportunity employer. We do not discriminate based on any legally protected characteristics such as race, religion, colour, national origin, sexual orientation, gender, gender identity, gender expression, or age. • We operate as a meritocracy — all aspects of hiring, promotion, and performance management are based on business needs and individual merit and competence.
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