Quantitative Researchers and Developers
Title: Quantitative Researchers and Developers
Optiver's Automated Trading Systems (ATS) Research team continually improves our core derivatives pricing and parameter models. We are looking to expand this team by adding quantitative researchers and developers. ATS Research works closely with our trading team to find and analyze pricing problems, create and validate improvements to our models, and integrate these solutions into our trading systems. Researchers and developers work together closely, applying modelling and mathematical problem solving skills to create unique solutions, test those solutions with Optiver's historical pricing parameters and market data, and modify various parts of our trading system to allow traders to "test drive" experimental models in the real world.
Who we are:
Optiver is a proprietary global market maker, trading on major financial markets around the world. We opened our first office in Amsterdam and now have locations in Chicago, Shanghai, and Sydney. Optiver employs over 900 highly educated professionals worldwide who are continuously improving the way we work and striving for excellence in everything we do. Being good is not good enough, and it’s everyone’s responsibility to make our company better. Founded in 1986, Optiver has been profitable every year of its existence.
Our research team:
• Builds and updates option pricing models, volatility surfaces, yield curves, and a variety of other financial models.
• Helps traders with quantitative aspects of automating their trading.
• Works closely with developers and traders to discuss, test, and implement ideas.
• Liaise and share ideas and best practices with research teams in our other offices.
What you'll need:
• A bachelor's degree or higher in mathematics, physics, statistics, computer science, or a related field.
• Experience using Matlab, R, python, or other analytical tools for quantitative research.
• Experience analyzing large data sets.
• Strong fundamental research, analytical, valuation and modeling skills.
• Hands on programming experience in any programming language.
What you’ll get:
25 days paid vacation; paid commuting expenses up to the maximum allowable amount; attractive bonus structure; training opportunities; generous 401K company match; fully paid health insurance premiums; breakfast, lunch, snacks and beverages provided daily; weekly in-house chair massages; casual dress; game room and more!