Quant jobs / Old Mission

Quantitative Trader (Options)

A trading role in Old Mission's Chicago office running systematic market-making in CME options on futures. It includes managing fixed income volatility positions.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Calibrate systematic market-making strategies in CME options
Build pricing models with the quant research team
Create desk tools for pricing, risk and opportunity spotting
Manage fixed income volatility positions and set risk limits
Study macro and central bank drivers of rates volatility surfaces

What they ask for

Required

Algorithmic trading experience
Options theory
One of Python, C++, Java, VBA, Matlab or Ruby
Quantitative degree
Teamwork under pressure
Risk limits and regulatory awareness

Education: Undergraduate or advanced degree in computer science, engineering or a hard science
Experience: 1-4 years of trading experience with algorithmic trading and options theory
Languages and tools: Python
C++
Java
VBA
Matlab
Ruby
Markets: options, futures, fixed-income

How to prepare

Build an options market-making simulation with inventory and quote skew
Learn how to build and read a rates volatility surface
Study Greeks and hedging behaviour for options on futures
Learn how central bank decisions move volatility

What to study

The Volatility Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Old Mission’s site before applying: requirements, location and pay can change after we check them.

View the posting on Old Mission’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Old Mission and doesn’t handle applications.