Experienced Quantitative Researcher

Description

Quantitative modelling acts as the foundation upon which Optiver’s trading activities are built. Our Research Teams – experts with MSc and PhDs in Econometrics, Mathematics, Physics, Statistics and other STEM subjects – utilise a scientific approach to research and design our world-class trading algorithms. This means applying and developing state-of-the-art stochastic models to price options and predict market volatility, as well as utilising Monte Carlo methods; and determining how to perform differentiation on discrete realisations of stochastic processes. It also means developing statistical arbitrage strategies by working with petabytes of low latency, high-frequency market data sets, an extensive high-powered computing back-testing framework and much more. Optiver Researchers believe in academic discourse, and therefore invite their teammates and Traders to challenge each hypothesis. Can it be mathematically improved? Does it pose potential risk? Does it exploit a market behavioural pattern? Can it sustain its output goals? Constant testing, analysis, refinement and innovation ensure our quantitative models remain at the cutting-edge of constantly evolving capital markets. WHO WE ARE: Optiver is a tech-driven trading firm and leading global market maker. As one of the oldest market making institutions, we are a trusted partner of 50+ exchanges across the globe. Our mission is to constantly improve the market by injecting liquidity, providing accurate pricing, increasing transparency and acting as a stabilising force no matter the market conditions. With a focus on continuous improvement, we participate in the safeguarding of healthy and efficient markets for everyone who participates.Our Amsterdam office is where it all began. Over 35 years ago, Optiver’s business started with a single trader on the floor of Amsterdam’s European Stock Exchange. Since our 1986 founding, Optiver’s Amsterdam office has grown into one of the most dynamic and exciting trading floors in Europe. Our culture reflects the Dutch capital city’s progressive, innovative and inclusive nature. With its unique spirit, Amsterdam is the ideal hub for our teams to trade a wide range of products from listed derivatives to cash equities, ETFs, bonds and foreign exchange. WHAT YOU'LL DO: When it comes to solving a complex problem, there’s no stone you won’t leave unturned. It’s this kind of energy that’ll see you shine on one of the most dynamic and exciting trading floors in Europe. As Optiver's Senior Quantitative Researcher, you’ll be instrumental in the success of the trading floor. With your knowledge of statistics and top-tier analytical abilities, you’ll develop the insights, reports and proposals that will drive our most impactful new trading strategies. Optiver's team of Researchers work alongside Traders to solve a range of mathematical problems, from ad hoc market analysis to sophisticated model creation and tool development. As our business has grown and diversified, so too has our Research Team, which now owns projects ranging from option pricing, statistical modeling of trading strategies, to collaborating with development teams to optimise our systems and build new tools for accurate trading decision making. As our Senior Quantitative Researcher, you’ll collaborate closely with world-class traders and software engineers from more than 50 countries to take on the challenges of one of the most complex and fast-paced industries that exists. WHO YOU ARE: Optiver's success has been founded on the collaborative nature throughout our trading floor. We look for people who thrive in team environments, love to be challenged daily and are intuitively strong. In terms of qualifications, we’re looking for: Experience working in trading/finance environments. The more relevant to Options market making the better, but at the very least you have worked in quantitative research roles within finance. Deep quantitative research and modelling skills. You have lived and breathed math and stats for much of your career. You have a passion for solving math problems and you have the skills to make it happen. A track record of successful leadership of research projects. You will be able to demonstrate that you have effectively interacted with various teams and added significant value to businesses that you supported. You enjoy mentoring others, sharing your knowledge and helping them improve. WHAT YOU'LL GET: The chance to further your career working alongside best-in-class professionals from over 40 different countries. Our performance based bonus structure is unmatched anywhere in the industry. We combine our profits across desks, teams and offices into a global profit pool fostering a truly collaborative environment to work in. Alongside this you will get great secondary benefits such as 25 paid vacation days, fully paid first-class commuting expenses, training opportunities, discounts on health insurance, breakfast and lunch facilities, sports and leisure activities, Friday afternoon drinks and even weekly in-house chair massages. Being highly international, we are accustomed to guiding expats through their relocation, offering competitive relocation packages and providing visa sponsorship where necessary. HOW TO APPLY: Are you interested in furthering your career on one of the most dynamic and exciting trading floors in Europe? Apply directly via the form below for the position of Senior Quantitative Researcher. Please provide us with a CV and letter of motivation in English. Applications without a letter of motivation will not be reviewed. When we think there is a potential match, you will hear from us sooner than you expect. If you have any questions feel free to contact Cameron Marett on cameronmarett@optiver.com. Please note, we cannot accept applications via email for data protection reasons. Kindly note that we do not require any assistance from third-parties including agencies in the recruitment of this role. DIVERSITY STATEMENT: As an intentionally flat organisation, we believe that great ideas and impact can come from everyone. We are passionate about empowering individuals and creating diverse teams that thrive. Every person at Optiver should feel included, valued and respected, because we believe our best work is done together. Our commitment to diversity and inclusion is hardwired through every stage of our hiring process. We encourage applications from candidates from any and all backgrounds, and we welcome requests for reasonable adjustments during the process to ensure that you can best demonstrate your abilities. More information on how Optiver Europe processes your personal data can be found in our Privacy Policy.

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