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- Tasks: Develop and enhance trading models for crypto options market making.
- Company: Join a leading electronic trading desk in London with a dynamic team.
- Benefits: Competitive salary, performance bonuses, and opportunities for professional growth.
- Why this job: Make a real impact on live trading performance with cutting-edge technology.
- Qualifications: 5-7 years in options trading or quantitative research; strong programming skills required.
- Other info: Collaborate with experienced engineers in a high-performance trading environment.
The predicted salary is between 150000 - 180000 ÂŁ per year.
We are partnering with an established electronic trading desk to add a Systematic Options Quant Trader to their London team. This mandate sits strictly at the intersection of quantitative research, pricing models, and live trading systems. Focused on crypto options market making across highly liquid markets, your goal is to directly impact live trading performance by improving existing models and developing new systematic approaches for pricing, quoting, and risk management. There are no academic silos here; your research is tightly linked to production and real-time decision making.
The Hard Questions (What You Will Solve)
- Surface & Skew Calibration: How do you design and calibrate dynamic volatility surfaces and skew models that remain robust under high-throughput, live market‑making conditions?
- Execution‑Aware Quoting: How do you bake real‑world microstructure constraints—latency, queue positioning, and adverse selection probabilities—directly into your quoting engines?
- Automated Risk Management: How do you build and refine automated delta, gamma, and vega hedging frameworks that protect the book without bleeding theoretical edge to crossing spreads?
The Structural Edge
- Direct Research‑to‑Trading Impact: The distance between your research environment and the live market is minimal. Strategies move quickly from backtest to production, giving you immediate feedback and direct influence over the desk’s trading performance.
- High‑Performance Infrastructure: You are plugging into a sophisticated, state‑of‑the‑art electronic market‑making system. You will collaborate daily with experienced engineers to translate your Python‑based research into ultra‑low‑latency production environments (C++/Rust).
Ideal Profile
- The Metric: 5–7 years of experience in options trading, quantitative research, or market making within an electronic/proprietary trading environment (Crypto, Equity or FX Options preferred). You have a deep, practical understanding of options pricing frameworks, volatility surfaces, and stochastic processes.
- The Tech: Exceptional programming skills. You are highly proficient in Python for building backtesting tools, simulation environments, and research pipelines, coupled with a strong command of C++, Rust, or similar languages for production deployment.
Compensation & Preferences
- Non‑compete: Preference for ≤12 months; buyouts considered for exceptional profiles.
- Compensation: £150k – £180k Base + Performance‑Based Bonus (This is not a guarantee of compensation or salary; a final offer amount may vary based on factors including but not limited to experience, domain expertise, and geographic location.)
Apply Now
At Onyx Alpha Partners, we are committed to connecting the most sought‑after talent in the financial world, to opportunities that expand the universe of unconstrained performance within their chosen discipline. If this opportunity aligns with your career aspirations, we encourage you to apply and explore the potential for growth and unparalleled success.
Systematic Options Quant Trader in London employer: Onyx Alpha Partners
Contact Detail:
Onyx Alpha Partners Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Systematic Options Quant Trader in London
✨Tip Number 1
Network like a pro! Reach out to folks in the industry, attend meetups, and join online forums. The more connections you make, the better your chances of landing that dream role.
✨Tip Number 2
Show off your skills! Create a portfolio showcasing your quantitative research and trading strategies. This will give potential employers a taste of what you can bring to the table.
✨Tip Number 3
Prepare for those tricky interviews! Brush up on your technical knowledge and be ready to discuss your past experiences in options trading and market making. Practice makes perfect!
✨Tip Number 4
Don’t forget to apply through our website! We’re always on the lookout for talented individuals like you. Your next big opportunity could be just a click away!
We think you need these skills to ace Systematic Options Quant Trader in London
Some tips for your application 🫡
Show Off Your Skills: Make sure to highlight your programming prowess, especially in Python, C++, or Rust. We want to see how your technical skills can translate into real-world trading solutions, so don’t hold back!
Connect Your Experience: Link your past experiences directly to the role. If you've worked on options trading or quantitative research, tell us how that experience has prepared you for this position. We love seeing relevant examples!
Be Clear and Concise: When writing your application, keep it straightforward. We appreciate clarity, so avoid jargon unless it's necessary. Make it easy for us to see why you're a great fit for the team!
Apply Through Our Website: Don’t forget to submit your application through our website! It’s the best way for us to receive your details and ensures you’re considered for the role. We can’t wait to hear from you!
How to prepare for a job interview at Onyx Alpha Partners
✨Know Your Models Inside Out
Make sure you have a solid grasp of the pricing models and volatility surfaces relevant to options trading. Be prepared to discuss how you've applied these in real-world scenarios, especially under high-throughput conditions.
✨Showcase Your Coding Skills
Since programming is key for this role, brush up on your Python, C++, or Rust skills. Bring examples of your past projects or tools you've built that demonstrate your ability to translate research into production environments.
✨Understand Market Microstructure
Familiarise yourself with concepts like latency, queue positioning, and adverse selection probabilities. Be ready to discuss how these factors influence your quoting strategies and risk management frameworks.
✨Prepare for Technical Questions
Expect hard-hitting questions about dynamic volatility surfaces and automated risk management. Practice articulating your thought process and problem-solving approach, as this will showcase your analytical skills and readiness for the role.