Quantitative Strategist – Credit Derivatives Products

Optiver
New York, NY
Category Data Analyst
Job Description
Optiver is seeking a Quantitative Strategist to develop and improve credit derivative products models. This research-intensive role focuses on predictive signals across intraday to multi-day horizons, influencing trading strategies. The position involves research, microstructure modeling, signal development, backtesting, and collaboration with various teams.

Requirements

  • Proven hands-on experience in alpha research, systematic strategy development, and market microstructure analysis.
  • Master’s or PhD in a quantitative field (math, physics, statistics, computer science, engineering).
  • Deep knowledge of credit markets and products (Bonds, CDS, ETFs), including trading protocols.
  • Proficiency in Python and data science libraries (pandas/polars, scikit-learn, matplotlib/plotly).
  • Ability to write production-quality code for data ingestion, processing, and real-time visualization.

Benefits

  • Competitive compensation package
  • Global profit-sharing pool and performance-based bonus structure
  • Comprehensive health, mental, dental, vision, disability, and life coverage
  • 25 paid vacation days alongside market holidays
  • Extensive office perks
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