Quant Trader​/Researcher, Exchange Market Making

Job Description:

Quant Trader / Researcher, Exchange Market Making

Location: New York, Chicago, London
Role Type: Full time
Team: Quantitative Trading and Market Making

A well known Quant Trading business has built a successful OTC market making franchise and is now expanding into exchange traded products across global markets. We are hiring experienced quantitative talent to help build, scale, and operate our next generation exchange market making platform. Candidates may come from systematic trading, alpha research, or algorithmic execution backgrounds, as long as they bring a strong track record of strategy development and platform level thinking.

This is a ground floor opportunity within a team that already has deep market making DNA. You will help define how we quote, manage risk, and compete on exchange across multiple asset classes.

• Design and implement exchange based market making strategies across equities, futures, options, FX, digital assets, or other liquid products.
• Build or improve quoting, pricing, and inventory management models used in automated market making.
• Create alpha driven components that enhance spreads, skew, or order placement logic.
• Work with engineers and QDs to develop robust trading pipelines, including signal generation, parameter engines, risk controls, and monitoring.
• Analyze exchange microstructure and optimize strategies for matching engine behavior, queue dynamics, and latency constraints.
• Perform post trade analytics, PnL decomposition, and model attribution to identify improvements.
• Support the expansion of the existing OTC franchise by aligning cross venue views, risk frameworks, and market insights.
• Maintain strong risk discipline while managing inventory and quoting obligations in real time.

You may be a quant trader, alpha researcher, or algorithmic quantitative developer. We value depth of thought, technical skill, and the ability to build systems that perform in production.

• Strong experience building or operating systematic strategies in a market making or liquidity provision role.
• Proficiency in Python or C++ and comfort working in a production Linux environment.
• Deep understanding of exchange microstructure, order books, and real time decision systems.
• Ability to reason quantitatively and empirically with large datasets.
• Solid understanding of statistical modeling or time series methods.
• Experience working directly with live trading systems or real time research frameworks.

• Prior work on quoting engines, pricing libraries, or exchange MM platforms.
• Experience in high throughput environments using colocation, fast data feeds, and custom connectivity.
• Knowledge of risk management across OTC and exchange venues.
• Cross asset exposure: crypto, futures, options, rates, FX, equities, or commodities.
• Proven revenue contribution or strategy ownership in a previous role.

• Rare chance to influence the design of a new exchange trading platform backed by an already successful market making team.
• High ownership: from research to deployment to optimization.
• Collaborative culture that merges quantitative rigor with fast iteration.
• Competitive compensation aligned with performance and impact.
• Flexibility to work across products and build multi asset expertise.