Algorithmic Trader (Options Quant)
Presto Labs is a quantitative trading firm established in Singapore in 2014, specializing in building automated trading systems through data-driven quantitative analysis to achieve stable investment returns. The engineering teams focus on creating algorithmic decision processes to navigate the complex and fast-changing financial landscape.
The company is seeking a skilled options quant developer to enhance and optimize the automated trading system and strategies. The role involves generating trading signals by analyzing various financial data, from market microstructure to macroeconomic news. The developer will conceptualize trading ideas from data insights, implement these ideas, and create tools for strategy implementation and management. Collaboration with top quantitative engineers and traders is key to working on cutting-edge technologies.
Responsibilities
- Bachelor's degree or higher in a scientific or engineering field.
- Proficiency in C++ and Python programming languages.
- Understanding of basic options terminology and pricing, including options greeks.
Qualifications
- Bachelor's degree or higher in a scientific or engineering field.
- Proficiency in C++ and Python programming languages.
- Knowledge of basic options terminology and pricing, such as options greeks.
Preferred
- Familiarity with options dynamics like vol smiles, vol surfaces, and vol-spot dynamics.
Hiring Process
- CV/Resume submission
- Online coding test
- 1st technical interview
- 2nd technical interview
- Final interview with hiring manager or C-level executive.
