Title: Data Scientists and Quantitative Researchers
Optiver is looking for Data Scientists and Quantitative Researchers to join our Chicago Office. We are continually improving our core derivatives pricing and parameter models, experimenting with new mathematical models, and leveraging statistical inference and machine learning techniques to refine existing trading strategies and develop new ones. Depending on your area of expertise you may join one of our trading teams as a Data Scientist exploring strategy improvements and new strategy ideas based on big-data or join Automated Trading Systems as a Quantitative Researcher to improve our core derivatives pricing. In both roles you will work closely with traders and developers to creatively solve problems and see your solutions quickly deployed into Optiver's automated trading systems.
Who we are:
Optiver is a proprietary global market maker, trading on major financial markets around the world. We opened our first office in Amsterdam and now have locations in Chicago, Shanghai, and Sydney. We employ over 900 highly educated professionals worldwide who are continuously improving the way we work and striving for excellence in everything we do. Being good is not good enough, and it is every employee’s responsibility to make our company better. Founded in 1986, Optiver has been profitable every year of its existence.
What you'll do:
• Build and update option pricing models, volatility surfaces, yield curves, and a variety of other financial models.
• Apply machine learning techniques to trade and market data to identify patterns and enhance existing trading strategies.
• Work closely with developers and traders to discuss, test, and implement their ideas.
What you'll need:
• At least a bachelor's degree in mathematics, physics, statistics, computer science, or a related field.
• Experience using Matlab, R, Python, or other tools for quantitative research.
• Experience using statistical inference to explore large data sets.
• Strong research, analytical, and quantitative skills.
• Hands on programming experience in any programming language.
What you’ll get:
25 days paid vacation; paid commuting expenses up to the maximum allowable amount; attractive bonus structure; training opportunities; generous 401K company match; fully paid health insurance premiums; breakfast, lunch, snacks and beverages provided daily; weekly in-house chair massages; casual dress; game room and more!