Optiver
New York, NY, USA
We are seeking a Quantitative Strategist to join our Credit Trading team and advance ETF and portfolio-based systematic strategies. You will contribute across the full lifecycle of trading, from research and design through implementation and deployment to monitoring and improvement, while collaborating with traders, developers, and researchers to enhance liquidity, optimize execution, and manage risk across ETFs and related products.
What you’ll do
As a quantitative strategist, your key responsibilities include:
• Strategy Development: Design, implement, and evolve systematic strategies for ETF arbitrage, portfolio trading, and cross-asset relative value opportunities. • Monitoring: Monitor outsized market flows, regime shifts, and structural changes in real time, adjusting pricing, risk tolerance, and strategy parameters accordingly • Backtesting & Simulation: Build robust backtesting and scenario analysis frameworks that incorporate market impact, execution...