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Optiver is seeking Quantitative Researchers to join our High-Frequency Trading (HFT) Team, where we run fully automated trading strategies powered by Machine Learning. As part of this high-impact, collaborative team, you’ll play a key role in developing, improving, and executing trading strategies, directly shaping our research and execution pipeline.
Job Responsibility:
Conduct alpha, signal, and feature research, developing models to enhance predictions and improve trading algorithms
Collaborate with peers to review research, solve complex problems, and refine trading strategies
Optimize research workflows to increase efficiency and effectiveness
Contribute to strategic discussions, helping shape the future direction of the business
Requirements:
2+ years of quantitative research experience on a successful futures/equities trading team
Proven track record of developing profitable trading strategies, with strong analytical and mathematical skills
Experience in computationally intensive research
BS, MS, and/or PhD in a quantitative or technical field
Proficiency in programming languages (C++, C, Python, Java)
A highly collaborative team player, valuing diverse perspectives and building strong partnerships
A self-starter who takes initiative, sets ambitious goals, and proactively identifies opportunities for impact
What we offer:
The opportunity to work alongside best-in-class professionals from over 40 different countries
A highly competitive compensation package
Global profit-sharing pool and performance-based bonus structure
401(k) match up to 50%
Comprehensive health, mental, dental, vision, disability, and life coverage
25 paid vacation days alongside market holidays
Extensive office perks, including breakfast, lunch and snacks, regular social events, clubs, sporting leagues and more