Central Risk Book Quantitative Trader / Central Risk Book Quantitative Traderess

Job Title: Central Risk Book Quantitative Trader

Cargill is a family-owned company dedicated to providing food and agricultural solutions that nourish the world in a safe, responsible, and sustainable manner. At the core of the supply chain, we partner with producers and customers to source, produce, and deliver essential products that enhance lives. By supplying the necessities of life, we empower businesses to thrive, communities to flourish, and consumers to enjoy a better quality of life.

This position is part of our Ag & Trading enterprise, which connects global producers and users of grains and oilseeds through origination, trading, processing, and distribution. We also provide a wide array of farmer services and risk management solutions.

Job Purpose and Impact

Cargill stands as one of the largest agricultural trading companies, housing proprietary trading departments like the World Trading Group. We are in the process of developing a centralized execution platform within our technology department, and we seek a talented individual to lead the implementation and risk management of a Central Risk/Liquidity Book utilizing this platform. This role will report to the systematic trading team within the World Trading Group.

Key Accountabilities

• Lead the construction of the Central Risk Book (CRB), managing risk and optimizing returns through collaboration with the team overseeing the centralized execution platform.
• Enhance execution algorithms to minimize overall slippage.
• Optimize the execution of flows from the entire supply chain (both proprietary trading and hedging) by netting or scheduling risk-taking intraday and overnight.
• Develop a market-making tool within the book to enable proprietary traders and merchants/hedgers to trade internally.
• Create an independent high-frequency systematic overlay program to operate within the book using both public and proprietary data.

Qualifications

• 5-10 years of experience in Central Risk Book trading and research in futures and options.
• Hands-on programming experience in Python, SQL, C++, and C#/Java, specifically related to tick and client flow data.
• Proven track record of successful systematic market making at a high frequency.
• Demonstrated success in systematic trading at a high frequency.
• Excellent communication and collaboration skills, with a history of driving change within an organization.

Apply online using the form below. Only applications matching the job profile will be considered.