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Optiver is growing our Systematic Volatility Trading team and looking for an exceptional Quantitative Researcher to join us in the early stages. This is a rare opportunity to help define the direction of a fully automated options trading strategy, leveraging cutting-edge research to drive performance and profitability.
Job Responsibility:
Develop and refine alpha-driven strategies for fully automated options trading
Research and implement novel signals, models, and execution techniques to optimize trading performance
Play a key role in shaping the future of the team
Requirements:
4-5+ years of quantitative research experience, focused on alpha generation in equity or index options
BS, MS, and/or PhD in a quantitative or technical field
Strong individual contributor who thrives in a fast-paced, high-ownership environment
Strong programming and data analysis skills (Python, C++, or similar)
Ability to think differently, challenge assumptions, and identify unique trading opportunities
Excited to be an early-stage team member, helping to build and scale a world-class systematic vol trading effort
What we offer:
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