
About Optiver
Empowering markets through technology and expertise
Key Highlights
- Founded in 1986, with over 1,000 employees
- Headquartered in Amsterdam, Noord-Holland, Netherlands
- Specializes in options, ETFs, and futures trading
- Global presence with offices in Chicago, Sydney, and Shanghai
Optiver is a leading proprietary trading firm and market maker based in Amsterdam, specializing in exchange-listed financial instruments such as options, ETFs, and futures. Founded in 1986, Optiver operates globally with over 1,000 employees and is known for its advanced trading technology and quant...
🎁 Benefits
Optiver offers competitive salaries, performance-based bonuses, and equity options. Employees enjoy a generous PTO policy, flexible working arrangemen...
🌟 Culture
Optiver fosters a culture of collaboration and innovation, emphasizing data-driven decision-making and a strong focus on technology. The firm values t...
Overview
Optiver is seeking a Quantitative Strategist to develop alpha models for credit derivatives products. You'll work with Python and SQL to analyze market dynamics and improve trading strategies. This position requires experience in quantitative research and model development.
Job Description
Who you are
You have a strong background in quantitative analysis, with experience in developing alpha models for financial products — your expertise allows you to identify market inefficiencies and create predictive signals that drive trading strategies. You are proficient in Python and SQL, enabling you to manipulate and analyze large datasets effectively. Your analytical mindset helps you to evaluate the performance of models through rigorous backtesting and validation processes.
You possess a deep understanding of credit derivatives, including single-name CDS and CDS indices — your knowledge extends to their interactions with various asset classes such as bonds, ETFs, and equities. You are comfortable working in a research-intensive environment, where you can leverage your skills to influence trading strategies across credit and cross-asset markets. Collaboration is key for you, as you enjoy working with engineers, traders, and researchers to deploy models into live trading systems.
What you'll do
As a Quantitative Strategist at Optiver, you will focus on alpha research, developing short- and medium-horizon models for credit derivative products. You will analyze RFQ dynamics and liquidity patterns to identify market microstructure inefficiencies that can be systematically captured. Your role will involve building predictive signals that link credit indices with ETFs, equities, and futures, enhancing the understanding of relationships across risk transfer markets.
You will improve and extend components of the alpha generation framework, including signal libraries and backtesting engines. Designing and running backtests to evaluate alpha performance across multiple horizons will be a critical part of your responsibilities, as you incorporate costs, slippage, and liquidity effects into your evaluations. You will collaborate closely with cross-functional teams to monitor model performance and refine them post-deployment, ensuring that they meet the demands of live trading environments.
What we offer
Optiver provides a competitive salary of $200,000, along with a discretionary bonus and a comprehensive benefits package. You will have the opportunity to work alongside best-in-class professionals in a dynamic and collaborative environment. We encourage you to apply even if your experience doesn't match every requirement, as we value diverse perspectives and backgrounds.
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