AAA Global · 2 weeks ago
Systematic Portfolio Manager | Chicago, USA
AAA Global is a company located in Chicago, specializing in systematic derivatives trading. They are seeking a Systematic Portfolio Manager to design and execute low-latency derivatives and options arbitrage strategies, leveraging their expertise in complex financial instruments.
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Responsibilities
Mastery of complex futures, options, and systematic derivatives arbitrage
Verifiable P&L track record with focus on strong risk-adjusted returns
Developed proprietary low-latency pricing models for high-speed options exchanges
Expertise in systematic strategy execution and portfolio construction
Qualification
Required
6+ years of experience trading systematic derivatives with a strong P&L history
Mastery of complex futures, options, and systematic derivatives arbitrage
Verifiable P&L track record with focus on strong risk-adjusted returns
Developed proprietary low-latency pricing models for high-speed options exchanges
Expertise in systematic strategy execution and portfolio construction
Expertise in derivatives pricing theory and volatility surface modeling
Proficiency in high-performance computing languages, namely C++ or Java
Experience with specific exchange APIs and trading protocols like FIX
Strong background in multithreading and concurrent programming
Advanced degree (M.S. or Ph.D.) in a quantitative field from a top university
Possessing relevant industry licenses required for derivatives trading
History of research or publications in financial engineering or derivatives
Academic excellence in stochastic calculus and advanced statistical modeling