Edgehog Trading · 4 days ago
Delta One Trader
Edgehog Trading is a proprietary trading firm specialized in electronic option market making, seeking experienced quantitative traders/researchers to build a Delta One trading desk. The role involves developing and deploying systematic intraday futures strategies and improving delta exposure management across futures and CME options.
ConsultingFinancial Services
Responsibilities
Build systematic intraday futures strategies (typical horizons 0–60 minutes, with room to extend)
Drive alpha discovery and feature engineering, from research → implementation → live deployment
Use diverse market data sources to generate predictive signals across CME futures products
Partner with options market-making desks to: Improve baseline valuation inputs, Hedge options delta exposure efficiently using futures, Enhance real-time risk management and execution
Qualification
Required
Degree in Computer Science, Mathematics, Physics, Engineering, or related STEM field
3+ years experience as a trader or quantitative researcher focused on delta one trading on a futures, equities, or HFT desk
Strong understanding of: Futures microstructure and execution
Strong understanding of: Short-horizon systematic trading
Strong understanding of: Risk management and hedging workflows
Excellent programming skills in C++ and Python
Comfortable working with large datasets and significant real-time market data
Preferred
CME trading experience
Experience working alongside or supporting options trading / market making
Experience building a desk or system from scratch
Benefits
Discretionary bonus
Paid leave
Insurance