Quantitative Developer

Cutler Group is seeking top-tier candidates to join our quantitative trading team. As a market maker in US equity options, we are seeking to grow our small group of creative individuals to improve and expand our automated trading system. A successful candidate will become involved with the full life cycle of trading strategy development, from modeling and valuation to real-world optimization within a large-scale, high-performance environment.

Strong analytic and quantitative skills are a requirement. Strong software development skills in a C++/Linux environment are highly preferred, although exceptional candidates with a willingness to learn will be considered.

Responsibilities include:

  • Working closely with traders and systems developers to monitor and optimize our proprietary market making system. This includes understanding and identifying inefficiencies in our valuation and trading logic, developing plans for improvement, and following through with implementation.
  • Optimizing and expanding our modeling toolkit to handle new products and situations. In-depth model and pricing development.
  • Developing connectivity and trading logic to expand our presence into new exchanges and venues.
  • Market data collection and analysis.
  • Real-time system support.

Preferred qualifications:

  • Ph.D. or M.Sc. in a quantitative field from a top university.
  • A strong background in statistics and stochastic processes.
  • Familiarity with options pricing theory.
  • Familiarity with C++ development within a Linux environment.
  • Experience with large-scale software development, ideally in a real-time, distributed system.

Compensation
Cutler Group LP offers competitive salary and employee benefits as per industry standards with participation in annual bonus pool plan. Employee benefits include health, dental, and life insurance as well as a 401(k) and Flexible Spending Account.

Cutler Group LP Information
Cutler Group is a derivative trading firm located in downtown San Francisco. As market hours are from 6:30 AM to 1 PM (PST), work hours are on the early side – 6:00 AM to 3:00 PM.

Due to the volume of responses, we can only respond to the candidates selected for interviews. Principals and US-based candidates only please. Please send resume to careers@cutlergrouplp.com