Edgehog Trading
About Edgehog Trading
Edgehog Trading is a proprietary trading firm specialized in electronic option market making. Our vision is to scale and automate our strategies with a diverse team of traders, developers, and researchers. We pride ourselves on data-driven decision making and innovative problem-solving which allows us to tackle complex problems posed by efficient markets. We believe in continuous learning, absolute transparency, and a collaborative approach to everything we do. About The Role
We are hiring experienced quantitative traders / researchers to build a Delta One trading desk from the ground up. You will develop and deploy systematic intraday futures strategies, initially focused on short-horizon trading and hedging workflows that support an established options market-making business. In the near term, the role will focus on improving how we price, hedge, and manage delta exposure across futures and CME options. Over time, this role expands into independent alpha strategies across multiple futures products and, eventually, additional asset classes. You will join a team that prioritizes execution quality, latency optimization, scalable systems, and tight feedback loops. We have a strong engineering infrastructure and a roadmap toward competitive FPGA execution. What You’ll Do
Build systematic intraday futures strategies (typical horizons 0–60 minutes, with room to extend) Drive alpha discovery and feature engineering, from research
implementation
live deployment Use diverse market data sources to generate predictive signals across CME futures products Partner with options market-making desks to:
Improve baseline valuation inputs Hedge options delta exposure efficiently using futures Enhance real-time risk management and execution
What We’re Looking For
Degree in Computer Science, Mathematics, Physics, Engineering, or related STEM field 3+ years experience as a trader or quantitative researcher focused on delta one trading on a futures, equities, or HFT desk Strong understanding of:
Futures microstructure and execution Short-horizon systematic trading Risk management and hedging workflows Excellent programming skills in C++ and Python Comfortable working with large datasets and significant real-time market data
Strong Plus If You Have
CME trading experience Experience working alongside or supporting options trading / market making Experience building a desk or system from scratch The base salary range for this position is listed below. Base salary represents just one part of overall compensation; all full-time, permanent roles are eligible for a discretionary bonus and benefits, such as paid leave and insurance. The Pay Range For This Role Is
150,000 - 200,000 USD per year (Edgehog - Primary Office)
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Edgehog Trading is a proprietary trading firm specialized in electronic option market making. Our vision is to scale and automate our strategies with a diverse team of traders, developers, and researchers. We pride ourselves on data-driven decision making and innovative problem-solving which allows us to tackle complex problems posed by efficient markets. We believe in continuous learning, absolute transparency, and a collaborative approach to everything we do. About The Role
We are hiring experienced quantitative traders / researchers to build a Delta One trading desk from the ground up. You will develop and deploy systematic intraday futures strategies, initially focused on short-horizon trading and hedging workflows that support an established options market-making business. In the near term, the role will focus on improving how we price, hedge, and manage delta exposure across futures and CME options. Over time, this role expands into independent alpha strategies across multiple futures products and, eventually, additional asset classes. You will join a team that prioritizes execution quality, latency optimization, scalable systems, and tight feedback loops. We have a strong engineering infrastructure and a roadmap toward competitive FPGA execution. What You’ll Do
Build systematic intraday futures strategies (typical horizons 0–60 minutes, with room to extend) Drive alpha discovery and feature engineering, from research
implementation
live deployment Use diverse market data sources to generate predictive signals across CME futures products Partner with options market-making desks to:
Improve baseline valuation inputs Hedge options delta exposure efficiently using futures Enhance real-time risk management and execution
What We’re Looking For
Degree in Computer Science, Mathematics, Physics, Engineering, or related STEM field 3+ years experience as a trader or quantitative researcher focused on delta one trading on a futures, equities, or HFT desk Strong understanding of:
Futures microstructure and execution Short-horizon systematic trading Risk management and hedging workflows Excellent programming skills in C++ and Python Comfortable working with large datasets and significant real-time market data
Strong Plus If You Have
CME trading experience Experience working alongside or supporting options trading / market making Experience building a desk or system from scratch The base salary range for this position is listed below. Base salary represents just one part of overall compensation; all full-time, permanent roles are eligible for a discretionary bonus and benefits, such as paid leave and insurance. The Pay Range For This Role Is
150,000 - 200,000 USD per year (Edgehog - Primary Office)
#J-18808-Ljbffr