Optiver
New York, NY, USA
We are seeking a Quantitative Strategist to develop alpha models in the credit space, with a focus on bond products (e.g., single bonds, ETFs) and their interactions with CDS, equities, and index instruments. In this research-driven role, you will design and implement predictive models across short- to medium-term horizons, directly shaping trading strategies and driving the future growth of our Credit business.
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 indices, ETFs, single bonds, and CDS. • 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...
