Optiver
New York, NY, USA
We are seeking a Quantitative Strategist to develop alpha models for credit derivative products (e.g., single-name CDS, CDS Index, Index Options) and their interactions with bonds, ETFs, equities, and rates. This research-intensive role focuses on predictive signals across intraday to multi-day horizons, with the opportunity to expand our alpha framework and directly influence trading strategies across credit and cross-asset markets.
What you’ll do
As a quantitative strategist, your key responsibilities include: • Alpha Research: Research and develop short- and medium-horizon alpha models for credit derivative products. • Microstructure Modeling: Analyze RFQ dynamics, flows, and liquidity patterns to identify market microstructure inefficiencies that can be systematically captured. • Cross-Asset Signal Development: Build predictive signals linking credit indices with ETFs, equities, and futures, focusing on relationships across risk transfer markets. • Framework...
