O

Optiver

Trades financial assets with its own capital

Quantitative Researcher - Systematic Volatility Trading

Quantitative ResearchConfirmed live in the last 24 hours
Full-timeChicago, IL, USAIn-person

About the Job

Requirements

  • At least 4 years of quantitative research experience focused on alpha generation in equity or index options.
  • A BS, MS, and/or PhD in a quantitative or technical field.
  • Strong programming and data analysis skills using Python, C++, or similar tools.

Responsibilities

  • Develop and refine alpha-driven strategies for fully automated options trading.
  • Research and implement novel signals, models, and execution techniques to optimize trading performance.
  • Help shape the future direction of the team.

Desired Qualifications

  • Ability to think differently, challenge assumptions, and identify unique trading opportunities.
  • Interest in joining an early-stage team and helping build and scale a systematic volatility trading effort.

About the Company

Optiver

Trades financial assets with its own capital

Optiver trades financial assets with its own money and quotes buy and sell prices that let investors trade without waiting for a matching counterparty. It makes markets in options, futures, stocks, exchange-traded funds, bonds and currencies across major markets in the Americas, Europe and Asia Pacific. Its traders, researchers and engineers build pricing models and fast computer systems that continuously adjust quotes and manage the risk of holding positions. The firm earns trading income from the difference between buying and selling prices, and its institutional sales teams handle larger trades directly with investors. Optiver was founded in 1986 and is headquartered in Amsterdam, Netherlands.

Company size
1,001-5,000
Company stage
Not listed
Total funding
Not listed
Headquarters
Amsterdam, Netherlands
Founded
1986

Recently Posted Jobs

Explore more opportunities at Optiver

See more jobs