Quantitative Strategist – Credit Microstructure Alpha

Optiver
New York, NY
Category Data Analyst
Job Description
Optiver is seeking a Quantitative Strategist to develop alpha models in the credit space, focusing on bond products and their interactions with CDS, equities, and index instruments. This research-driven role involves designing and implementing predictive models, optimizing trading strategies, and driving future growth within the Credit business. The ideal candidate will have a strong background in statistical methods, market microstructure analysis, and credit market knowledge.

Requirements

  • Demonstrated experience in alpha research and systematic strategy development
  • Master’s or PhD in a quantitative field
  • Deep understanding of credit markets and products
  • Proficiency in Python and data science libraries
  • Working knowledge of SQL, Git, and modern development environments

Benefits

  • Competitive compensation package
  • Global profit-sharing pool and performance-based bonus structure
  • 401(k) match
  • Comprehensive health, mental, dental, vision, disability, and life coverage
  • Paid vacation days
  • Extensive office perks
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