Quantitative Analyst

About the Company

Eclipse Trading is a leading proprietary trading firm founded in 2007. With over 110 employees across Hong Kong, Sydney, Shanghai, and Chicago, the firm deploys expertise across equity derivatives, delta one, ETFs, commodity derivatives, and cryptocurrency.

Responsibilities

• Perform quantitative analysis to improve existing trading strategies and develop new ones
• Work with traders and quants to identify technical trading problems, conduct detailed research and deliver mathematical solutions
• Build and maintain analytical tools and libraries

Requirements

• 2+ years of experience on or with a mid-to-high frequency trading desk specializing in US volatility trading
• Expertise in options portfolio optimization and strategy back testing
• Excellent proficiency in Python for scripting, data analysis, and model development
• Relevant tertiary degree in Mathematics, Physics, Computer Science, Financial Engineering, or a related quantitative field
• Authorization to work in the United States
• Excellent command of spoken and written English

Preferred Qualifications

• Experience with relative value and/or dispersion based volatility strategies
• Experience with short-dated options and modelling short-term realized volatility measures
• Research experience in event-driven volatility pricing (e.g., earnings, macro events, M&A)