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Trading strategist job

Trading strategist jobSenior Analyst Trading Strategist Risk Management

Job ID: 15-1771-1


About The Company

Lincoln Financial Group is a Fortune 500 company offering a diverse range of financial services and solutions. With a strong focus on four core business areas - life insurance, annuities, retirement plan services, and group protection - our business is built around supporting, preserving, and enhancing our customer's lifestyles and providing better retirement outcomes. Led by over 8,000 employees, Lincoln Financial provides the tools and advice to help individuals take charge of their futures


Undergraduate degree or 4+ years of comparable work experience; educational concentration in Actuarial Science, Statistics, Mathematics or Hard Science/engineering is required.

Masters level or Advanced degree preferred.


5+ years of experience in quantitative research or capital markets hedging/trading role including demonstrated solid experience and understanding of risk management practices and processes that directly aligns with the specific responsibilities. Experience hedging insurance guarantees preferred. S

trong knowledge of capital markets instruments and hedging strategies.

Expert level knowledge of Matlab, VBA.

Advanced knowledge of R, MySQL, C++ Sound understanding of econometrics based modeling and research.

Apply concepts such as probability, statistics, modeling, percentages, ratios, and proportions to practical solutions. Ability to analyze complex information and to evaluate the implications of a course of action or solution.

Ability to solve problems and deal with a variety of concrete variables in situations where only limited standardization exists.

Knowledge of linear algebra and optimization techniques

Demonstrates strong project management leadership skills including, critical ability to coordinate and balance multiple projects in a time-sensitive environment, under pressure, and meeting deadlines.

Ability to read, analyze and interpret both internal and external documents such as general media/publications, professional journals, technical procedures, governmental regulations, policies, proposals, and standard operating procedures

Sound knowledge of derivatives; and credit, interest rate, foreign exchange and credit risks, and hedging strategies.

Proficiency with Microsoft Office Suite (Word, Excel, PowerPoint, Outlook).

Demonstrates excellent relationship management skills with internal clients (i. e. senior management, peers, and colleagues);

Proven ability to develop creative and collaborative approaches to driving client-focused solutions which also benefit the companys top and bottom lines.

This position may be subject to Lincolns Political Contribution Policy. An offer of employment may be contingent upon disclosing to Lincoln the details of certain political contributions. Lincoln may decline to extend an offer or terminate employment for this role if it determines political contributions made could have an adverse impact on Lincolns current or future business interests, misrepresentations were made, or for failure to fully disclose applicable political contributions and or fundraising activities.

Requisition ID : 15-1771

Job Description:

Automated Trading Strategist | FX / Rates

A tier one Investment Bank is expanding their NYC US algorithmic trading team. The group is currently nine people across trading, research and technology. An opportunity exists for an experienced quantitative trader with experience in any asset class ideally in an algorithmic, electronic and high frequency trading team. The ideal candidate should be self motivated, creative, and looking to pursue a career in quantitative trading.


Developing from scratch innovative trading strategies using object oriented programming languages

Researching various types of strategies in a cross-asset group

Extensive modeling and implementation of the models in an effort to creat robust products

Enhance and optimize trading and analytical tools


3+ years of experience working in quantitative research and trading

Strong programming knowledge (Java, C++, R, ect)

Masters degree in a computational field (Math, Statistics, Quantitative Finance, Engineering, Physics, ect)

Good communication and interpersonal skills

Salary is very competitive, with a base + bonus structure.

Visa sponsorship applicable.

*Applications should be made as soon as possible as this is an active expansion hire.

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Building wealth can take a lifetime. but at Maverick Trading, our experienced wealth-building strategies bring success to your financial future in no time at all! Are you ready to put your degree or trading experience to work for you with a company that leads the industry? Our innovative thinking and creative trade methodologies ensure your potential for success from day one. As our company continues to grow, so does our need for top trading talent to fill a variety of positions now available nationwide.

As leading-edge private equity firm that focuses primarily on equities, equity options and index options, Maverick Trading has established a reputation for success that is more than a decade strong. Our traders are skilled, knowledgeable, and – above all – driven to succeed. Whether youre looking for full time employment or a part time job to supplement your current income, Maverick Trading offers the professional opportunity of a lifetime for candidates willing to work hard and reap the benefits.

At Maverick Trading, our talented traders enjoy an independent work environment that fosters both discipline and flexibility – setting your own hours with access to unlimited income potential is all in a days work with Maverick. Our top-tier training program will prepare you for the ultimate level of success in the trading marketplace.

Its time to trade up! Take the next step with Maverick Trading – join our Talent Network today and check out our current opportunities!

What is a Talent Network?

Talent Networks enhance your job search and application process. Whether you choose to apply or just leave your information, we look forward to staying connected with you.

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Interest Rate Products Trading Desk Strategist, Analyst/Associate

Goldman Sachs Interest Rate Products is looking for a Strategist to join the Interest Rate Products trading desk. Strategists occupy the intersection of finance, markets, math, computer science, and programming. We are looking for a strategist to work with our electronic and high-frequency trading platforms and our interest rate swaps and US Treasury pricing models. This position will also work closely with our Swaps and US Treasury traders analyzing our pricing algorithms and risks of the desk.

Goldman Sachs - Overview

The Goldman Sachs Group, Inc. is a leading global investment banking, securities and investment management firm that provides a wide range of financial services to a substantial and diversified client base that includes corporations, financial institutions, governments and high-net-worth individuals. Founded in 1869, the firm is headquartered in New York and maintains offices in London, Frankfurt, Tokyo, Hong Kong and other major financial centers around the world.


Goldman Sachs Strategists business unit is a world leader in developing quantitative and technological techniques to solve complex business problems. Working within the firms trading, sales, banking and investment management divisions, strategists use their mathematical and scientific training to create financial products, advise clients on transactions, measure risk, and identify market opportunities.

Roles within Securities Strats

Securities Strategists play important roles in several areas. Some Strategists sit on trading desks, creating cutting-edge derivative pricing models and developing empirical models to provide insight into market behavior. Others develop automated trading algorithms for the firm and its clients, taking an active part in the increasing shift from voice to electronic trading. A third group works directly with the firms sales force and clients, analyzing exposures, structuring transactions, and applying quantitative concepts to meet client needs. Another group known as Core Strategists, design and develop complex parallel computing architectures, electronic trading tools, and advanced algorithms specific needs. The work involves developing a thorough understanding of the full range of investment products and strategies offered by the firm, an ability to capture the characteristics of those investments in mathematical models and the creation of infrastructure to make those analyses reusable and scalable across our businesses.

Basic Qualifications

Excellent quantitative skills (typically evidenced by a graduate degree (Masters/PhD) in math, physics, computer science, engineering, etc.)

Strong communication skills

Strong programming ability

Trading strategies involving options

Trading strategies involving optionsTrading strategies involving options

Strategies involving an option and a stock

We can combine a long or short position in a stock with buying or selling either a put-option or a call-option:-

Writing a covered call (and its reverse).

Buyin a protective put (and its reverse).

Explore the strategies graphically.

A spread combines options of the same type:-

Bull spread . buy a call-option at one strike-price, and sell a call-option at a higher strike-price. [Alternative, replace the calls by puts.]

Bear spread . buy a call-option at one strike-price, and sell a call-option at a lower strike-price.

Butterfly spread . buy two call-options at strike-prices which straddle the strike-price of two sold call-options.

Calendar spread . sell a call-option at one strike-price, and buy a call-option with a longer maturity at the same strike price.

Explore the bull-spread and bear-spread strategies graphically .

Explore the butter-fly strategy graphically.


A combination involves options of both types (put and call):-

Straddle . buy a call-option and a put-option with the same strike price.

Strangle . buy a put-option and a call-option with different strike-prices.

Strip . buy two call-options and one put-option with the same strike price.

Strap . buy one call-option and one two put-options with the same strike price.

Create straddles and strangles graphically .

Create strips and straps graphically .

More strategies

Collar. To construct a collar one holds a share, buys a put at one strike-price and sells a call at a higher strike-price. Create a collar graphically .

Put-call parity. To understand put-call parity consider a portfolio comprising a long stock, a long put-option and a short call-option, with both options being European and having the same strike price $X and the same term. The the value of the portfolio at the end of the term is $X, whatever the final price of the stock; hence the portfolio appears graphically as a horizontal line. The initial price of the portfolio must be $ Xe - rT ; otherwise there would be scope for arbitrage.

Put-call parity with futures . This applet is set for buying a futures at $100, and buying a call and selling a put, both at a strike price equal to the futures price.

If you review this chapter of the hypertext you will find that there is an experimntal tool for each of the following portfolios:-

An option plus a stock.

Two options.

Two options and a double option.

An option and a double opttion.

Two options and a stock.

Two options and a futures.

Exercise . A ratio call spread comprises a long call at one strike price and two short calls at a higher strike price. Use one of the above tools to create a ratio call spread.

The Swiss Army Option Strategist

Finally, here is an applet which allows you to creat portfolios from a pool comprising: a stock, a futures, and four options with each option having a mulitiplicity ranging from 0 to 4.

Exercise . Use the Option Strategist to create a ratio call spread with a ratio of 3:1.

Exercise . Use the Option Strategist to demonstrate two new ways of creating a butterfly spread.

With a < b < c, the portfolio comprises: a long put with strike-price a, a short put with strike-price b, a short call with strike-price b and a long call with strike-price c.

With a < b < c, the portfolio comprises: a long call with strike-price a, a short call with strike-price b, a short put with strike-price b and a long put with strike-price c.

Great Resources

See NumaWeb's Options Strategy Guide which is available for downloading.

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Trading strategies involving options

Trading strategies involving options

Author: zedikus Date of post: 17.02.2016


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