Optiver
Shanghai, China
What you’ll do:
As a Quantitative Researcher, you’ll be responsible for the accuracy of our core pricing models and work closely with our traders to analyse and improve all facets of our trading strategies.
You’ll get to:
Perform extensive analysis in order to implement new algorithms that support and improve our existing models.
Develop risk management and portfolio optimisation tools to improve our execution algorithm.
Work with petabytes of low latency, high-frequency market data sets.
Collaborate with our developers to test and drive changes to our trading system, that will improve our ability to make successful trades.
Keep up to date on the latest development of new models and technologies
Who you are:
PhD degree in a highly quantitative field. Graduation time between 2023 and 2025.
Strong knowledge of probability and statistics, experience in machine learning and time-series analysis is a big plus.
Programming experience in any language (C,...