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:

• Deploy a hotfix for an issue you discovered at 8:30am before the market opens at 9:30am (US hours)
• Prototype novel techniques for pricing and model execution leveraging open-source tools
• Develop new features to productionize our next-generation platform
• Creatively respond to hardware failures during market hours
• Collaborate closely with researchers and traders to understand their needs and develop solutions that drive PnL

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:

• Have exceptional programming skills (systems programming experience required – C, C++, or Rust)
• Know how computers work (think operating systems, networking, basic hardware-level knowledge)
• Show demonstrated, deep interest in financial markets (no professional experience required)
• Bridge the gap between trading and technology ("How can we design a maintainable solution to extract this signal from the market?" rather than "How can we patch this code to fulfill a short-term request?")
• Be bold enough to question everything, but humble enough to admit when you're wrong
• Communicate clearly in English
• Remain calm under pressure, and quickly solve problems in the face of uncertainty

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.

Unsolicited resumes:

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.