Options Quantitative Strategist

virtu· Research
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📍 Singapore

About this role

Virtu is a leading financial firm that leverages cutting edge technology to deliver liquidity to the global markets and innovative, transparent trading solutions to our clients. As a market maker, Virtu provides deep liquidity that helps to create more efficient markets around the world. Our market structure expertise, broad diversification, and execution technology enables us to provide competitive bids and offers in over 19,000 securities, at over 235 venues, in 36 countries worldwide 

The firm’s complementary core offerings—market making, client execution services, and trading venues—give Virtu a competitive advantage in developing and applying innovative tools that deliver efficiencies and performance across the organization. We continuously develop and employ innovative technology, trading strategies and risk management systems that drive superior and highly scalable trading platforms and are looking for an experienced Quantitative Strategist to help us propel our technology forward in the options trading space. 

ROLE OVERVIEW 

As a Quantitative Strategist on our Options desk, you will collaborate with our team of experienced traders, quants, and developers in a collegiate and collaborative environment that encourages cross-team exposure globally.

KEY RESPONSIBILITIES

  • Apply your observational skills and modern statistical methods to build predictive models, generate volatility signals, and translate them into viable trading strategies
  • Analyze and optimize existing signals to drive strategy performance improvements
  • Identify best opportunities to improve our existing volatility pricing models
  • Calibrate strategies across different products and adapt to changing market regimes
  • Collaborate with the team to implement and integrate new signals into our current trading infrastructure

THE CANDIDATE

  • Minimum 3-5 years of experience in quantitative research at an OAMM (Options Automated Market Maker). Familiarity with India options market is a plus
  • Advanced degree (preferably PhD) in Science, Mathematics, Engineering, or other quantitative field
  • Proven track record building volatility and/or delta signals as an options market making quant
  • A good understanding in options pricing theory
  • Experience analyzing large datasets to systematically identify new patterns
  • Proficient in programming, Python, Java or C++ preferred
  • Exceptional quantitative, mathematical, and problem-solving skills

 

 
Virtu Financial is an equal opportunity employer, committed to a diverse and inclusive workplace, welcoming you for who you are and does not discriminate on the basis of race, national origin, gender, gender identity, sexual orientation, protected veteran status, disability, age, or other legally protected status.

Frequently Asked Questions

Is the salary disclosed for the Options Quantitative Strategist position at virtu?
The salary for this Options Quantitative Strategist role at virtu is not publicly listed. Click "Apply Now" to learn more about the compensation package on their official careers page.
Where is the Options Quantitative Strategist position at virtu located?
This Options Quantitative Strategist role at virtu is based in Singapore. The position is listed as on-site or hybrid. Check the full job description or apply directly to confirm the work arrangement.
Which team or department does the Options Quantitative Strategist at virtu belong to?
This Options Quantitative Strategist position is part of the Research department at virtu. See the full job description for more information about the team structure and responsibilities.
How do I apply for the Options Quantitative Strategist position at virtu?
Click the "Apply Now" button on this page. You will be redirected to virtu's official application portal hosted on greenhouse where you can submit your application directly.
When was the Options Quantitative Strategist job at virtu posted?
This Options Quantitative Strategist position at virtu was posted on Feb 1, 2022. Apply as soon as possible — early applications are often reviewed first.
Options Quantitative Strategist
virtu
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You'll be redirected to virtu's official application page on Greenhouse.