GTS is seeking a Quantitative Trader – Equity Derivatives to join our Wholesale Market Making team. In this role, you will be responsible for managing and optimizing systematic trading strategies across traditional and decentralized markets, with a focus on risk management, execution quality, and trading performance. Working closely with quantitative researchers, traders, and engineers, you will leverage your understanding of derivatives pricing, market microstructure, and quantitative analysis to make real-time trading decisions, enhance existing strategies, and identify new market opportunities. This is a highly collaborative, hands-on role offering direct ownership of live trading risk and the opportunity to contribute to the continued growth and evolution of GTS's market-making business.

• Actively managing and monitoring systematic trading strategies across centralized and decentralized markets on a day-to-day basis, making live parameter adjustments and managing position sizing, hedging, and capital allocation.

• Analyzing P&L, execution quality, transaction costs, and capital utilization to identify opportunities to improve strategy performance.

• Triaging position discrepancies and execution issues, and working with engineers to adapt to evolving market conditions.

• Collaborating with quants and engineers to evaluate, test, and refine strategies, develop analytical tools, and support expansion into new markets.

• 3 + years professional trading experience in equities futures, single-stock ETFs, options, or other derivatives, including direct responsibility for live positions and risk.

• Strong understanding of pricing, inventory management, hedging, and market microstructure.

• Strong mathematical and quantitative skills, including probability, statistics, and linear algebra.

• Experience using Python for trading-data analysis, performance attribution, risk monitoring, and strategy evaluation.

• Demonstrated ability to make independent trading decisions and exercise sound judgment under changing market conditions.

• Experience working with researchers and engineers to translate quantitative models and analysis into practical trading decisions and improvements.

Preferred experience:

• Institutional options/volatility trading experience is highly desirable.
• Experience with DeFi protocols such as AMMs, concentrated liquidity pools, and Uniswap
• Familiarity with on-chain execution, transaction costs, MEV-related risks, and liquidityposition management.
• Experience building, debugging, or improving backtesting and simulation tools

Please note: The use of AI tools during interviews is strictly prohibited, unless explicitly agreed upon.  

In accordance with New York City's Pay Transparency Law, the base salary range for this role is $175,000 to $260,000. Base salary does not include other forms of compensation or benefits. 

Benefits: 

Core Benefits: Medical, Dental, and Vision coverage with generous employer contribution for employees and dependents. 401k match. 

Perks: Daily Meal Allowance, Equinox Corporate Membership Rate, Snacks, Office Game Room, Casual Dress. 

Hybrid Work Policy: 4 Days a Week in office, Fridays can be worked from home. 

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.