Senior Quantitative Treasury Analyst at Optiver

| Chicago
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Optiver is looking for a Senior Quant Treasury Analyst to join our ambitious, results-driven Finance and Risk teams who is focused on analyzing and improving our capital, margin, liquidity and cash optimization. The ideal candidate has an affinity for financial markets and a strong quantitative and technical background. As a Senior Quant Treasury Analyst, you will work closely with traders, risk managers, finance personnel and senior leadership to develop and improve our capital allocation methodologies, liquidity outflow models, regulatory requirements and margin optimizations. You will be joining a team that is rapidly expanding and helping us identify and implement a long term vision.

What you’ll do:

  • Design, calibrate, implement, and maintain stress-based initial margin methodologies for Prime Brokerage and Clearing businesses relationships.
  • Enhance standard capital/risk models to reflect Regulatory capital requirements (e.g. UMR, IFR etc)
  • Use models to suggest optimizations around collateral usage, margin requirements and regulatory capital
  • Help firm implement a Modelled Liquidity Outflow management process to capture a modeled assessment of the firm’s liquidity risks including:
    • Contractual
    • Behavioral and market-driven outflows 
    • Intraday demands
  • Clearly communicate finance/liquidity data and positions to key internal stakeholders
  • Report usage optimal allocations to CFO the CRO and the Trading department
  • Collaborate with software developers to develop and/or maintain tools

 What you’ll need:

  • Prior experience in Capital/Treasury/Risk analyst role: minimum of 7-10 years
  • A quantitative S.T.E.M degree
  • Knowledge of programming or scripting (Python or similar) required
  • Understanding of options pricing theory
  • Knowledge of Single Stock/Index/Commodities options markets and trading strategies
  • Ideally experience in Options, OTC or Commodities, although this is just a bonus, with an understanding of current and upcoming regulations
  • Excellent verbal and written communication skills
  • Legal authorization to work in the U.S. is required

Who we are:

Optiver is a proprietary trading firm and leading global market maker. As one of the oldest market making institutions, we are a trusted partner of 50+ exchanges across the globe. Our mission is to constantly improve the market by injecting liquidity, providing accurate pricing, increasing transparency and acting as a stabilizing force no matter the market conditions. With a focus on continuous improvement, we participate in the safeguarding of healthy and efficient markets for everyone who participates.

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Technology we use

  • Engineering
    • C#Languages
    • C++Languages
    • JavaLanguages
    • PythonLanguages

Location

130 E. Randolph Street, Chicago, IL 60601

An Insider's view of Optiver

How do you collaborate with other teams in the company?

One of my favorite aspects of Optiver is the openness of our company culture. We’re always encouraged to learn from each other and share ideas across teams, and this spirit of collaboration really permeates every interaction you’ll have.

Xiaoyu

Quantitative Trader

What are Optiver Perks + Benefits

Culture
Eat lunch together
Daily sync
Open door policy
Group brainstorming sessions
Open office floor plan
Diversity
Hiring Practices that Promote Diversity
Health Insurance & Wellness Benefits
Flexible Spending Account (FSA)
Disability Insurance
Dental Benefits
Vision Benefits
Health Insurance Benefits
Life Insurance
Onsite Gym
Retirement & Stock Options Benefits
401(K)
401(K) Matching
Performance Bonus
Match charitable contributions
Child Care & Parental Leave Benefits
Generous Parental Leave
Family Medical Leave
Company sponsored family events
Optiver hosts a family-oriented summer event.
Vacation & Time Off Benefits
Generous PTO
Paid Volunteer Time
Paid Holidays
Paid Sick Days
Perks & Discounts
Beer on Tap
Casual Dress
Commuter Benefits
Company Outings
Free Daily Meals
Game Room
Stocked Kitchen
Happy Hours
Professional Development Benefits
Tuition Reimbursement
Promote from within

Additional Perks + Benefits

Fully paid health insurance premiums for employees • Generous 401(k) Plan • 25 days of paid vacation • Free catered breakfast and lunch daily • Weekly in-house chair massages • Complimentary in-house barista

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