The Automated Volatility Trading group (AVT) at GTS is an options market maker quoting in more than 1 million individual securities across 16 global options exchanges.
This role focuses on creating, improving, and maintaining models related to options pricing. These models and the infrastructure that drives them are at the core of our business, feeding everything from trading strategies to real-time risk management. Our high-throughput, distributed system constantly updates the prices of over 1 million securities to provide a real-time picture of the state of the market.
GTS is a collection of financial services companies spanning a wide array of asset classes and investment approaches, all powered by the combination of market expertise with innovative, proprietary technology. With roots as a quantitative trading firm continually building for the future, the GTS family of companies are able to leverage the latest in artificial intelligence systems and sophisticated pricing models to bring consistency, efficiency, and transparency to today’s financial markets. GTS’s electronic market maker GTS Securities accounts for 3-5% of daily cash equities volume in the U.S. and is a leading Designated Market Maker (DMM) at the New York Stock Exchange, responsible for nearly $13 trillion of market capitalization. For more information on GTS, please visit www.gtsx.com.
You will share responsibility for maintaining our pricing infrastructure and provide live operational support when necessary. You will also work with traders, researchers, and other engineers to develop our next-generation pricing platform.
This is a high-impact role, where you will frequently take input from senior leadership and work independently on large projects. It is not an easy role, but it is rewarding. On any given day, you might:
Rather than someone who already has specific knowledge, we're looking for someone with the aptitude and appetite to quickly develop new skills and put them into practice. We expect you to:
We're proud to employ some of the leading talent in the industry, and we work to ensure our employees enjoy a high quality-of-life.
All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, age, national origin, or protected veteran status, and will not be discriminated against on the basis of disability.
We do not accept unsolicited headhunter and agency resumes and will not pay fees to any third-party agency or company that does not have a signed agreement with GTS.