Quantitative Analyst • Mid-Level

Who you are

You have a strong background in quantitative analysis, ideally with 3+ years of experience in developing predictive models and alpha strategies in financial markets. Your expertise in Python and SQL allows you to manipulate data effectively and derive actionable insights. You are comfortable working with complex datasets and have a keen understanding of market microstructure dynamics. You possess excellent analytical skills and can communicate your findings clearly to both technical and non-technical stakeholders. You thrive in a collaborative environment and enjoy working closely with engineers and traders to implement your models into live trading systems.

Desirable

Experience with credit products, including bonds, ETFs, and CDS, is a plus. Familiarity with backtesting frameworks and performance evaluation techniques will set you apart. A strong understanding of market regimes and their impact on trading strategies is also beneficial.

What you'll do

As a Quantitative Strategist at Optiver, you will be responsible for researching and developing short- and medium-horizon alpha models for credit indices, ETFs, single bonds, and CDS. You will analyze RFQ dynamics, flows, and liquidity patterns to identify market microstructure inefficiencies that can be systematically captured. Your role will involve building predictive signals linking credit indices with ETFs, equities, and futures, focusing on relationships across risk transfer markets. You will improve and extend components of the alpha generation framework, including signal libraries, fitters, reporting pipelines, and backtesting engines. Additionally, you will design and run rigorous backtests to evaluate alpha performance across multiple horizons, incorporating costs, slippage, and liquidity effects. You will work closely with engineers to deploy alpha models into live trading systems, monitor performance, diagnose issues, and refine models post-deployment. Adapting models and signals to account for shifts in volatility regimes will also be part of your responsibilities.

What we offer

Optiver offers a competitive salary of $200,000 along with a discretionary bonus and a comprehensive benefits package. You will be part of a dynamic team that values innovation and collaboration, working in a fast-paced environment where your contributions directly impact the growth of our Credit business. We encourage you to apply even if your experience doesn't match every requirement, as we value diverse perspectives and backgrounds.