Campus: Quantitative Researcher (2021 Start)

Job Description

Our Research team continually improves our core derivatives pricing and parameter models. Quantitative Researchers work with traders to create and improve pricing models, volatility surfaces, yield curves, and other quantitative elements of our automated trading systems. Researchers and software engineers on this team work together closely with our traders. They find solutions to pricing problems, test those solutions with historical pricing parameters and market data, and then modify various parts of our trading system so traders can see these new models operate in the real world.

Technology at Optiver:

Our researchers collaborate closely with traders and engineers to advance the capabilities of our business and improve our market-making fundamentals. We apply our quantitative expertise and scientific training to solve tough, interdisciplinary problems. We take pride in seeing the real-time impact of solutions that allow us to stay ahead in a highly competitive industry.

What you’ll need:

  • PhD preferred in mathematics, computer science, statistics, physics, or a related field
  • Experience using Matlab, R, python, or other analytical tools for quantitative research
  • Experience analyzing large data sets
  • Strong research, analytical, valuation, and modeling skill
  • Legal authorization to work in the U.S. is required. We will not sponsor individuals for employment authorization for this job opening

Who we are:

Optiver is a leading global electronic market maker specializing in pricing, execution and risk management. Working together, our traders and software engineers design proprietary systems and execute strategies to provide liquidity and increase market efficiencies.

Put simply, we improve the markets. That’s not merely an aspiration, but our reason for being. It requires intelligence, obviously. But in this industry, that’s table stakes. We’re seeking traders, software engineers and interns who up the ante with nerve, with guts and, most importantly, with heart. We’re looking for the bold. Does that describe you? Then opt in.