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. We are positioned at the core of the supply chain, partnering with producers and customers to source, produce, and deliver essential products for everyday living. By supplying customers with life's necessities, we empower businesses to grow, communities to thrive, and consumers to enjoy a better quality of life.

This role is part of our Ag & Trading enterprise, where we bring together producers and consumers of grains and oilseeds across the globe through origination, trading, processing, and distribution. Additionally, we offer a variety of farmer services and risk management solutions.

Job Purpose and Impact

Cargill is 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 seek an individual to lead the implementation and risk-taking for a Central Risk/Liquidity Book utilizing that platform. This role will report to the systematic trading team in the World Trading Group.

Key Accountabilities

• Lead the construction of the Central Risk Book, managing risk and optimizing returns by collaborating with the team responsible for the centralized execution platform.
• Work together to enhance execution algorithms and reduce overall slippage.
• Optimize the execution of flows across the entire supply chain (including proprietary trading and hedging) through netting or scheduling based on risk-taking for intraday and overnight transactions.
• Develop a market-making tool within the book to provide proprietary traders and merchants/hedgers the ability to trade internally.
• Create an independent high-frequency systematic overlay program to operate within the book, utilizing both public and proprietary data.

Qualifications

• 5-10 years of experience in Central Risk Book trading and research on futures and options.
• Hands-on programming expertise in Python, SQL, C++, and C#/Java, particularly with tick and client flows data.
• A successful track record in systematic market making at high frequencies.
• Proven success in systematic trading at high frequencies.
• Excellent communication and collaboration skills, with a demonstrated ability to drive change within an organization.

Apply online using the form below. Please note that only applications matching the job profile will be considered.