Graduate Quantitative Researcher – PhD
| Company | Optiver |
|---|---|
| Location | Austin, TX, USA, Chicago, IL, USA, New York, NY, USA |
| Salary | $175000 – $175000 |
| Type | Full-Time |
| Degrees | PhD |
| Experience Level | Entry Level/New Grad |
Requirements
- PhD in Mathematics, Statistics, Computer Science, Physics, or a related STEM field, with outstanding academic achievements
- Expected graduation date between December 2024 and Spring 2025
- Availability to commence full-time employment upon graduation in 2025
- Solid foundation in mathematics, probability, and statistics
- Excellent research, analytical, and modeling skills
- Independent research experience
- Proficiency in any programming language
- Fluent in English with strong written and verbal communication skills
Responsibilities
- Using statistical models and machine learning to develop trading algorithms
- Leveraging big data technologies to analyze high-frequency trading strategies, market microstructure and financial instruments to identify trading opportunities
- Building stochastic models to determine the fair value of financial derivatives
- Combining quantitative analysis and high-performance implementation to ensure the efficiency and accuracy of pricing engines and libraries
Preferred Qualifications
- Knowledge of machine learning, time-series analysis, pattern recognition, and NLP is a plus
- Strong interest in working in a fast-paced, collaborative environment