Advance ETF and portfolio-based systematic strategies for Credit Trading team at Optiver.
Requirements
- 3+ years of experience in software development, with the ability to write production-quality code for real-time data processing and visualization (C++ experience is a plus).
- Hands-on experience in designing, deploying, and operating systematic trading strategies.
- Strong background in statistical modeling, optimization, and market microstructure analysis.
- Deep understanding of ETFs, NAV behavior, portfolio trading protocols, and cross-asset liquidity dynamics; prior exposure to ETF trading, portfolio execution, or systematic market making is highly valued.
Responsibilities
- Design, implement, and evolve systematic strategies for ETF arbitrage, portfolio trading, and cross-asset relative value opportunities.
- Monitor outsized market flows, regime shifts, and structural changes in real time, adjusting pricing, risk tolerance, and strategy parameters accordingly.
- Build robust backtesting and scenario analysis frameworks that incorporate market impact, execution costs, and liquidity constraints.
- Improve workflows for ETF baskets and portfolio trades; partner with low-latency developers to deliver performant and scalable execution strategies.
- Work closely with alpha researchers, pricing researchers, infrastructure developers, and site reliability engineers to advance the trading platform.
Other
- Master’s or PhD in a quantitative field (math, physics, statistics, computer science, engineering).
- The opportunity to work alongside best-in-class professionals from over 40 different countries.
- Highly competitive compensation package.
- Global profit-sharing pool and performance-based bonus structure.
- 401(k) match up to 50%.
