Role at a glance
- Salary
- Not Disclosed
- Location
- Singapore
- Work arrangement
- On-site
- Employment
- Full-time
- Experience
- Minimum 3-5 years of experience in quantitative research at an OAMM (Options Automated Market Maker). Familiarity with India options market is a plus
- Education
- Advanced degree (preferably PhD) in Science, Mathematics, Engineering, or other quantitative field
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Role Summary
The Options Quantitative Strategist collaborates with traders, quants, and developers on the Options desk. The role develops predictive models and volatility signals, translates them into trading strategies, and improves existing signals and pricing models.
What You'll Do
- Build predictive models, generate volatility signals, and translate them into viable trading strategies.
- Analyze and optimize existing signals to improve strategy performance.
- Identify opportunities to improve existing volatility pricing models.
- Calibrate strategies across products and adapt them to changing market regimes.
- Collaborate with the team to implement and integrate new signals into the current trading infrastructure.
Generated from the employer's posting. Verify important details before applying.
View full postingQualifications
Minimum 3-5 years of quantitative research at an OAMM; advanced degree in a quantitative field; proven track record building volatility and/or delta signals as an options market-making quant; good understanding of options pricing theory; experience analyzing large datasets to identify patterns; exceptional quantitative, mathematical, and problem-solving skills.
Preferred
- PhD preferred for the advanced degree requirement
- Familiarity with the India options market
- Programming proficiency; Python, Java, or C++ preferred
Original job description
Content provided by the employer
Original job description
Content provided by the employer
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
About the company
Virtu Financial
Large Enterprise
Virtu Financial is a leading technology-driven trading firm that specializes in providing liquidity across a wide range of financial instruments. Founded in 2008, the company leverages innovative algorithms and sophisticated trading strategies to optimize market efficiency and enhance trading performance. With a global presence, Virtu serves institutional clients, retail brokers, and exchanges, utilizing its advanced technology to execute trades at lightning speed and with exceptional precision. Committed to transparency and best execution practices, Virtu Financial is at the forefront of the evolving financial markets landscape.