We are seeking a Floor Trader to trade Index, ETF, and single stock options on the AMEX floor. You will be challenged each day to provide elite liquidity in a competitive environment. You will be backed by CTC’s world-class pricing, technology, and market making team. You will use your execution skills to identify opportunities and make independent trading decisions on behalf of the team.   

The shift runs from 8:30 am-4:30 pm ET (trading hours 9:30 am-4:15pm), Monday to Friday. The successful candidate will undergo training to master CTC’s proprietary technology and trading strategy. 

What You’ll Do 

• Make reliable, quality markets and provide top-tier liquidity across multiple products  
• Leverage strong trading acumen and operational excellence to make profitable decisions while minimizing risk of errors 
• Foster and navigate broker and other market maker relationships 
• Communicate opportunities and trade information to CTC market making desks 
• Continuously adapt trading strategy based on market environment and results 

What We’re Looking For 

• At least 6 months floor options market making experience 
• Strong, independent judgement under pressure 
• Ability to navigate complex relationships
• Proactive and clear communication skills 
• Sound operational skillset 
• Ability to prioritize the most important thing at any given moment 

Quantitative research is a key driver of innovation at CTC and one of the pillars upon which our firm is built. We are seeking a Quantitative Researcher to partner with Trading and Technology to strengthen, scale, and evolve the firm's trading capabilities within one of the quant research teams. As a Quantitative Researcher, you will be embedded on a research desk, working close to the tip of the spear in a dynamic environment. This includes partnership with other researchers, traders and engineers on quantitative problem solving, trading strategy generation, back-testing, statistical analysis, and system design. Our environment of collaborative innovation and intellectual curiosity allows us to share in our victories while continually challenging ourselves to stretch the limits of our creativity. Take advantage of this opportunity to apply the scientific method to business problems as part of the Quant team at CTC! 

What You’ll Do

• Analyze market data to come up with economic and microstructure hypotheses 
• Build predictive and explanatory models to describe financial markets 
• Add revenue by applying thorough research processes to real life business problems 
• Conduct independent, high quality research in quantitative finance 
• Communicate complex ideas and research results effectively, both in writing and verbally 
• Drive innovation and results through analytical prowess and business acumen 

What We’re Looking For

• PhD in Science or Engineering fields (e.g. Statistics, Mathematics, Physics, Applied Mathematics, Operations Research, Electrical Engineering) strongly preferred 
• Minimum 5 years of experience as a Quantitative Researcher in a top systematic trading team 
• Demonstrable track record of generating positive PnL 
• Advanced programming skills and experience with the software development lifecycle 
• Proven ability to blend academic rigor with practical application in fast-paced trading environments 
• Unwavering commitment to quality, coupled with a drive for delivering commercial outcomes 
• Python skills including Numpy and Pandas libraries 

Nice to Haves

• Experience with a wide variety of market and alternative data  
• Expertise in US options markets, options pricing models, volatility surfaces, and risk management techniques  
• Strong track record of publications in an industry setting 

Our Options Market Making Execution team is looking for a Senior Engineer to build high-performance, elegant solutions to keep CTC's options trading infrastructure fast, efficient, and competitive. You'll partner with Engineers, Traders, and Quant Researchers to develop and fine-tune execution engines and trading strategies with the goal of reducing latency, maximizing performance and improving P&L. By simplifying system management and constantly improving our options trading engines, you'll ensure our trading infrastructure remains scalable, responsive, and cutting-edge.

WHAT YOU’LL DO

• Design and build high-performance, low-latency trading systems that power our Options Market Making business
• Work closely with traders, quants and technologists to drive ideas from inception to production in a timely and robust manner.
• Partner with other teams such as operations, option pricing, exchange connectivity to ensure your solutions seamlessly integrate into our firmwide trading infrastructure.
• Ensure operational safety and uphold the highest standards of software engineering by thoroughly testing code, following a coherent and maintainable design and architecture, and adhering to best practices—prioritizing carefully planned, well-structured solutions over ad hoc implementations.

WHAT WE’RE LOOKING FOR

• A minimum of 5 years of experience working in a production environment using modern C++
• Deep knowledge of low level systems programming, optimization, and hardware/software co-design
• Strong fundamentals in computer architecture and networking protocols
• Experience writing multithreaded and distributed systems with an affinity for delivering clean, performant code
• Ability to quickly triage issues and drive the resolution effort through completion
• Experience working at a high frequency trading firm is preferred

As a Senior Engineer on the Market Data team, you will play a pivotal role in ensuring reliable and fast delivery of the market data that is foundational to our trading systems. You will build high-performance libraries and services that process vast amounts of real-time data from financial venues across the world—data that all of our trading systems depend on to make critical decisions in the timeframe of microseconds to nanoseconds. Your work will be foundational to every trading strategy we run, and your contributions will be essential to maintaining CTC's competitive edge in this fast-paced trading environment.

WHAT YOU'LL DO

• Design and build high-performance, low-latency libraries and services that power our global trading platform
• Work closely with traders, quants and technologists to drive ideas from inception to production in a timely and robust manner.
• Partner closely with other teams such as execution, low-latency and hardware to design and deliver solutions for our next-generation market data platform
• Ensure operational safety and uphold the highest standards of software engineering by thoroughly testing code, following a coherent and maintainable design and architecture, and adhering to best practices—prioritizing carefully planned, well-structured solutions over ad hoc implementations.

WHAT WE'RE LOOKING FOR

• A minimum of 5 years of experience working in a production environment using modern C++
• Experience with low-latency feed handler development, market data protocols (e.g. MDP3, ITCH)
• Deep knowledge of low level systems programming, optimization, and hardware/software co-design
• Strong fundamentals in computer architecture and networking protocols
• Experience writing multithreaded and distributed systems with an affinity for delivering clean, performant code
• Ability to quickly triage issues and drive the resolution effort through completion
• Experience working at a high frequency trading firm is preferred

We are seeking an Observability Lead to own the strategy, execution, and technical direction of CTC's observability platform. In this role, you will lead a small, high-impact team responsible for the tools and systems that give our engineers, quants, and traders visibility into the health and performance of critical infrastructure and applications. This is an opportunity for a senior technologist who is passionate about building reliable, developer-friendly observability solutions and who thrives in an environment where the work directly impacts business outcomes.

WHAT YOU'LL DO

• Define and drive the observability roadmap, aligning platform capabilities with the needs of engineering teams, quantitative researchers, and trading operations.

• Lead the design, implementation, and continuous improvement of monitoring, alerting, logging, tracing, and metrics infrastructure at scale.

• Own the end-to-end developer experience of observability tooling - reducing friction, improving self-service adoption, and ensuring engineers can quickly diagnose and resolve production issues.

• Manage and grow a small team of engineers, providing technical mentorship, setting clear expectations, and fostering a culture of ownership and accountability.

• Partner with infrastructure, platform, and application teams to ensure observability is deeply integrated into the development lifecycle, CI/CD pipelines, and incident response workflows.

• Establish and enforce best practices for instrumentation, SLOs, alert quality, and operational readiness across the engineering organization.

• Evaluate emerging tools, frameworks, and approaches in the observability space, driving adoption where they deliver measurable value.

WHAT WE'RE LOOKING FOR

• 8+ years of technical engineering experience, with at least 3 years focused on observability, monitoring, or site reliability engineering.

• Demonstrated expertise designing, building, and operating observability platforms at scale - including metrics, logging, tracing, and alerting systems; deep experience with Datadog and OpenTelemetry strongly preferred.

• Proven experience leading or managing a small engineering team, with a track record of developing talent and delivering results through others.

• Strong understanding of distributed systems, micro-services architectures, and the observability challenges inherent in complex, high-throughput environments.

• Hands-on experience with Kubernetes and bare-metal infrastructure; understanding of the unique observability challenges across both containerized and traditional deployment models.

• Advanced programming proficiency in at least one of Python, Go, or Java; familiarity with C++ or low-latency systems is a strong plus.

• A product-oriented mindset — you think about observability as a service to internal customers and obsess over the developer experience of the tools you build.

• Exceptional communication skills with the ability to partner across engineering, operations, and business stakeholders.

• Financial sector experience (trading, prop trading, hedge funds) and familiarity with the demands of low-latency, high-reliability systems are strongly preferred.

• Advanced degree (MS, PhD) in Computer Science, Engineering, or related field is a plus.

Join the CTC Execution Services team as Head of Institutional Derivatives Sales and lead the establishment of our new agency options business from the ground up. You will build and manage our institutional client base, drive revenue growth, and oversee all aspects of our agency options platform. As the founding leader of this desk, you'll combine hands-on execution expertise with business development and team leadership responsibilities to establish CTC as a premier destination for institutional options trading. 

What You’ll Do

• Lead business development efforts to acquire and grow institutional client relationships, driving revenue growth through client acquisition 
• Oversee the management of complex, multi-leg, and high-volume listed equity and index options orders, ensuring best-in-class routing, execution, and reporting 
• Build out and manage the sales trading team 
• Advise clients on market conditions, execution strategies, and order types, leveraging deep market expertise to drive client satisfaction and trading volume 
• Direct trade operations, monitor open orders, and resolve discrepancies in coordination with middle office and clearing 
• Stay current on US options market structure and regulatory rules, partnering with Compliance to ensure all activity meets FINRA/SEC requirements 
• Manage client onboarding, trade reporting, and periodic business reviews to strengthen relationships 

What We’re Looking For

• 10+ years of senior-level experience on sales desk or agency options desk with proven institutional client track record 
• Demonstrated success in business development and client acquisition within institutional options markets 
• Advanced proficiency with trading platforms/OMS/EMS and deep understanding of options market structure and execution protocols 
• Leadership experience developing and managing trading desk personnel 
• Strong existing relationships within the institutional options community 
• Works well under pressure in a fast-paced, high-volume agency environment 
• Ability to collaborate effectively across Trading, Risk, Compliance, and Operations 
• Active FINRA Series 7, 57 and 63 licenses required; Series 4 or 24 preferred 

COMPENSATION

• Salary Range: $200-300k, plus a discretionary bonus with upside potential based on the individual’s experience and skills, business development success, and firm performance.

THE ROLE

We are seeking a Quantitative Developer to join as part of our Graybox Technology department. Unlike desk-specific QD roles, our mission is to design and build modeling platforms for the entirety of our Options Market Making (OMM) business. We aim to create scalable solutions that serve all trading desks and strategies. Our primary focus is modernizing our internal modeling libraries and building comprehensive modeling platforms that enable Quantitative Researchers (QRs) across the firm to innovate rapidly. As part of this team, you will help drive our vision of creating development frameworks and tools that provide the proper environment for QRs to focus on implementing business logic. We use advanced development techniques to implement these frameworks, but provide simple and straightforward interfaces for QRs to implement new models. We aim to increase the speed of research and innovation while maintaining the robustness and performance our trading systems demand. Our team of Firmwide QDs collaborate closely with QR teams across all trading desks, as well as other engineering teams in Graybox Technology to build world-class infrastructure that unlocks innovation potential across the entire firm.

WHAT YOU'LL DO

• Drive the modernization of modeling libraries and related infrastructure.
• Design and implement modeling platforms that accelerate QR innovation cycles.
• Build development frameworks with guardrails that allow QRs to focus on business logic rather than engineering complexity.
• Create tools and systems that streamline the research-to-production pipeline.
• Collaborate with QR teams across all desks to understand their modeling needs and pain points.
• Partner with other Graybox Technology teams on firmwide infrastructure initiatives.
• Develop analytical libraries using foundational technology provided by our engineering teams.
• Implement and optimize numerical techniques, algorithms, and computational frameworks.

WHAT WE ARE LOOKING FOR

Quantitative research is a key driver of innovation at CTC and one of the pillars upon which our firm is built. We are seeking a Principal Quantitative Researcher to partner with Trading and Technology to drive new revenue, scale, and evolve the firm's trading capabilities. In this role, you will lead research areas, influencing the direction of the team in a dynamic environment. This includes partnership with other researcher managers, traders and engineers on quantitative problem solving, trading strategy generation, back-testing, statistical analysis, and system design. 

Take advantage of this opportunity to apply the scientific method to business problems as part of the Quant team at CTC! 

What You’ll Do

• Define and articulate a long-term vision that will lead to new sources of revenue, evolving with business needs and market structure 
• Conduct commercially focused revenue generating research, while supporting others with their research 
• Develop a structured roadmap and ensure quant functions remain focused, aligned, and accountable 
• Direct development of innovative infrastructure across pricing models and research platforms 
• Foster coordination across risk management, development, and quantitative research to drive measurable business impact 
• Provide thought leadership while applying academic rigor to practical trading applications  

What We’re Looking For

• PhD in Science or Engineering fields (e.g. Statistics, Mathematics, Physics, Operations Research, Electrical Engineering) strongly preferred 
• Experience in a top systematic trading team of which at least 10 years as a quantitative researcher 
• Proven ability to conduct independent, high-quality research 
• Demonstrable track record of generating positive PnL 
• Exceptional ability to communicate complex ideas and research results, both in writing and verbally 
• Experience with the software development lifecycle with advanced programming skills 
• Unique combination of analytical prowess, programming skills, and acute understanding of business 
• Unwavering commitment to quality, coupled with a drive for delivering commercial outcomes 
• Strong Python skills including Numpy and Pandas libraries 

Nice to Haves

• Management experience leading a healthy and empowered team, driving accountability. 
• Experience with a wide variety of market and alternative data  
• Expertise in US options markets, options pricing models, volatility surfaces, and risk management techniques  
• Strong Python skills including Numpy and Pandas libraries  
• Strong track record of publications in an industry setting