Overview

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.

Qualified applicants will have the opportunity pursue their passions for finance and technology by exploring novel techniques for executing our quantitative models. There are a wide variety of projects available, and we will match you with a project that suits your interests while pushing you to develop new skills.

GTS is a collection of financial services...