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 (e.g., ETFs) and their interactions with CDS, equities, and index instruments. The role involves researching alpha models, analyzing market microstructure, cross-asset signal development, and refining the alpha generation framework. The ideal candidate will be data-driven and have a strong understanding of credit markets.

Requirements

  • Alpha research and development of alpha models.
  • Microstructure modeling to identify market microstructure inefficiencies.
  • Cross-asset signal development linking credit indices with ETFs and equities.
  • Framework development for alpha generation.

Benefits

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