Delta.exchange - Options Portfolio Manager (3-5 yrs)

Job location - Canada (remote) as in the candidate has to be currently in Canada

Position Overview :

- We are seeking a highly skilled and motivated individual to join our team as a Options Portfolio Manager.

- The candidate will be responsible for managing a portfolio focused on options and futures trading, with a strong emphasis on flow trading strategies.

- The role requires expertise in data analysis, coding, risk management, and options pricing models.

- The ideal candidate should be able to thrive in a fast-paced trading environment and demonstrate a track record of success in managing trading books and optimizing profitability.

Key Responsibilities:

- Conduct market analysis and screen trading activities to identify hedging opportunities and execute trades effectively

- Utilize advanced data analysis techniques to crunch market data, analyze historical trends, and change pricing in the real time

- Analyse and enhance systematic flow trading models using programming languages such as R and Python.

- Manage trading books, including monitoring risk exposure and implementing hedging strategies.

- Take ownership of profit and loss (P&L) statements, track portfolio performance, and identify areas for improvement.

- Optimize model parameters to ensure profitability and quality of pricing models, conducting backtesting and refining strategies as needed.

- Utilize advanced options pricing models such as Black-Scholes and Binomial Options Pricing Model to make informed trading decisions.

Collaborate with the team to continuously innovate trading strategies and improve trading processes

Requirements:

Qualifications:

- Bachelor's degree in Finance, Economics, Mathematics, Computer Science, or related field.

- Master's degree or CFA designation is a plus.

- Proven experience in options portfolio trading, with a strong understanding of market dynamics and trading strategies.

- Proficiency in programming languages such as R and Python, with experience in developing systematic trading models.

- Strong analytical skills and experience in data analysis, with the ability to crunch large datasets and derive actionable insights.

- Experience working at a flow desk and taking ownership of profit and loss (P&L) statements.

- Familiarity with options pricing models and derivatives pricing theory.

- Excellent communication and collaboration skills, with the ability to work effectively in a team-oriented environment.

- Availability to work weekends, from 10 PM IST to 8 AM IST, to manage trading activities effectively