Options Quantitative Strategist

Job Description

Virtu Financial is seeking a Quantitative Strategist for their Options desk in New York. The candidate will collaborate with traders, quants, and developers to enhance trading strategies and systems. Virtu Financial provides liquidity to global markets through cutting-edge technology.Role involves:

• Developing new predictive models and generating signals.
• Collaborating to implement and integrate new signals.
• Calibrating strategies across different products.
• Partnering with traders to enhance processes and systems.
• Building effective predictive models.
• Researching and implementing innovative volatility trading strategies.
• Analyzing and optimizing existing strategies.
• Developing sophisticated risk models.

Requirements:

• Advanced degree (PhD preferred) in a quantitative field.
• 3-5 years of experience in Quantitative Research at an Automated Market Maker.
• Expertise in volatility modeling, risk management, and calibration.
• Strong understanding of risk management and valuation models.
• Proven track record building volatility and/or delta signals.
• Experience analyzing large datasets.
• Proficient programming skills in C/C++ and Python.
• Exceptional quantitative and problem-solving abilities.

Role offers:

• Opportunity to work in a collegiate and collaborative environment.
• Exposure to cross-team collaboration globally.
• Opportunity to develop and implement innovative trading strategies.