At Optiver, we believe that to be competitive we must adapt, innovate and continuously improve. Our Delta1 trading team combines a systematic approach with sophisticated pricing models, iterating often to ensure consistent, robust trading performance. We are a top 3 market maker across the major futures and cash markets in Asia.

WHAT YOU'LL DO:

You will work with other quantitative traders, researchers, and developers to create automated trading strategies. You will use your statistical analysis and data mining skills to improve existing models and come up with new ones. You will work on projects ranging from in-depth event analysis to price prediction algorithms. You will leverage and contribute to our in-house built libraries and comprehensive market datasets.

WHAT YOU'LL BRING:

• A strong understanding of the fundamentals of pricing, execution and risk management in index futures and cash equity markets.
• A deep understanding of algorithmic trading systems and high and/or mid frequency trading
• Exceptional analytical skills, particularly in terms of identifying opportunities when analysing large data sets
• Extensive mathematical and statistical modelling skills, utilising a range of techniques
• The ability to prototype and iterate quickly
• Programming experience in languages such as Python, Java or C++ is a strong plus.
• An educational background in Statistics, Mathematics, Engineering, Computer Science, or similar (Masters/PhD preferred)
• A passion for solving problems and a drive for results
• A preference for working collaboratively with like-minded people