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Delta One Trading Jobs (NOW HIRING)

DRW

Senior Software Engineer, C/FICCO Data

New York, NY · On-site

$175K - $225K/yr

Experience in the financial markets, especially in delta one, store of value, and/or FICC options trading * Experience with Linux-based, concurrent, high-throughput, low-latency software systems

DRW

Senior Software Engineer, C/FICCO Data

Chicago, IL · On-site

$175K - $225K/yr

Experience in the financial markets, especially in delta one, store of value, and/or FICC options trading * Experience with Linux-based, concurrent, high-throughput, low-latency software systems

Stonex Group, Inc.

Market Maker - Equities

Manhattan, NY · On-site

$120K - $160K/yr

Work with various ADR swap dealers to establish and unwind delta one positions. * Utilize portfolio risk metrics to ensure the trading book stays within established risk parameters. * Engage with ...

StoneX Group

Market Maker - Equities

New York, NY · On-site

$120K - $160K/yr

Work with various ADR swap dealers to establish and unwind delta one positions. * Utilize portfolio risk metrics to ensure the trading book stays within established risk parameters. * Engage with ...

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$73.4K

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How much do delta one trading jobs pay per year?

As of Jun 8, 2026, the average yearly pay for delta one trading in the United States is $73,416.00, according to ZipRecruiter salary data. Most workers in this role earn between $48,500.00 and $88,000.00 per year, depending on experience, location, and employer.

What are some common challenges faced by Delta One Traders and how can they be effectively managed?

Delta One Traders often deal with high-volume, low-margin products such as equity swaps, ETFs, and index futures, requiring strong risk management and attention to detail. A key challenge is keeping up with rapid market movements and ensuring that hedges are maintained accurately in real time. Effective management involves leveraging advanced trading systems, maintaining clear communication with sales, research, and risk teams, and staying updated on regulatory changes. Building strong analytical skills and adaptability is crucial for long-term success in this fast-paced environment.

What are the key skills and qualifications needed to thrive as a Delta One Trader, and why are they important?

To thrive as a Delta One Trader, you need strong quantitative analysis skills, financial market knowledge, and typically a degree in finance, mathematics, or a related field. Proficiency with programming languages (such as Python or VBA), trading platforms, and risk management systems is crucial. Excellent communication, attention to detail, and the ability to work under pressure are standout soft skills for this fast-paced role. These competencies enable effective risk management, accurate pricing, and timely execution, which are vital for profitability and maintaining client trust in Delta One trading.

What is Delta One trading?

Delta One trading refers to trading financial instruments whose price movements closely track, or have a 'delta' of one relative to, the underlying asset. These instruments typically include equity swaps, exchange-traded funds (ETFs), futures, and some types of structured products. Delta One desks in investment banks manage portfolios of these products, aiming to profit from small price differences, arbitrage opportunities, and by providing liquidity to clients. The strategies are generally considered low-risk in terms of directional market exposure, but they require sophisticated quantitative analysis and risk management.
Infographic showing various Delta One Trading job openings in the United States as of May 2026, with employment types broken down into 100% Full Time. Highlights an 94% Physical, 2% Hybrid, and 4% Remote job distribution, with an average salary of $73,416 per year, or $35.3 per hour.

PM/Trader, Market Neutral Crypto

G-20 Group

New York, NY

Full-time

Posted 14 days ago

Job description

About G20 Group 

G-20 Group is a leading cross-asset trading firm active in delta-one and derivatives markets. Established in 2010, G-20 offers liquidity solutions, treasury management, and institutional advisory services. We are supported by an outstanding team of professionals, with a robust global presence in EMEA, Americas, and APAC.

Role Overview 

We are hiring a mid-level Portfolio Manager / Trader to own and operate market-neutral crypto strategies - primarily funding arbitrage, basis trades, calendar spreads, and cross-venue relative value - across centralized and decentralized venues. You will be responsible for day-to-day portfolio construction, execution, and drawdown control, working under a defined risk framework and supporting institutional SMA and fund mandates. This is a hands-on PM and trading role with clear ownership and room to grow.

Key Responsibilities 

  • Run and manage market-neutral funding and basis books across CEX and DEX venues, primarily in majors and liquid alts.
  • Own position sizing, hedging, leverage, and exposure management, maintaining strict market neutrality and drawdown discipline.
  • Actively monitor funding regimes, futures curves, borrow costs, liquidity, and cross-venue dislocations; scale, rotate, or shut down risk as conditions change.
  • Partner closely with risk, operations, and engineering to improve OMS/EMS workflows, automation, alerts, and real-time risk monitoring.
  • Maintain an institutional-grade process: pre-trade controls, post-trade analysis, reconciliations, documentation, and audit readiness.
  • Contribute to the evolution of G20's market-neutral platform, including strategy refinement and new opportunity assessment.

Requirements

  • Degree in Quantitative Finance, Mathematics, Computer Science, Statistics, or a related quantitative discipline; top-tier university preferred.
  • 3+ years of hands-on experience in crypto derivatives, market-neutral, or relative-value trading.
  • Demonstrated experience running funding-rate and/or basis strategies with real capital and disciplined risk management.
  • Strong understanding of perpetual mechanics, futures term structure, liquidation dynamics, and margin optimization.
  • Comfortable working with execution systems and data; able to collaborate effectively with quants and engineers.
  • Experience with institutional custody and collateral frameworks (e.g. Fireblocks, Copper, Anchorage, or equivalent).
  • Calm under volatility, process-driven, and comfortable operating within defined risk limits.
  • Clear communicator with the ability to explain strategy, risk, and performance to internal stakeholders.

Preferred / Desirable Experience 

  • Experience in stat arb, volatility arbitrage, trend-following overlays, or multi-strategy market-neutral pods.
  • Prior exposure to regulated, audited, or institutional client environments.
  • Familiarity with both CeFi and DeFi market structure.

Location and Right to Work: This role will be based in New York, Zurich or London. Only candidates who reside in and possess the pre-existing right to work in the US, Switzerland or the UK without needing company sponsorship need apply. Trading access and setup will align with regulatory, exchange, and operational constraints.

Join G-20 and be a part of a team that is at the forefront of financial markets, driving innovation and excellence in the sector. 

Apply