Options Quantitative Strategist
Virtu Financial is a global financial services firm and market maker providing liquidity, execution services, analytics, and trading technology across multiple asset classes.
About Virtu Financial, Inc.
Virtu Financial, Inc. leverages market-structure expertise and technology to provide liquidity and transparent trading solutions across equities, ETFs, foreign exchange, futures, fixed income, cryptocurrency, and commodities. Its offerings include market making, execution services, liquidity sourcing, multi-asset analytics, data products, compliance tools, and broker-neutral workflow technology.
Skills
Candidate Availability
Required and preferred rules are kept separate and reflect the wording in the original posting.
About the Role
As a Quantitative Strategist on the Options desk, you will collaborate with experienced traders, quants, and developers in a collegiate and collaborative environment that encourages cross-team exposure globally. You will apply modern statistical methods to build predictive models, generate volatility signals, translate them into viable trading strategies, optimize existing signals, improve volatility pricing models, calibrate strategies across products, adapt to changing market regimes, and integrate new signals into trading infrastructure.
Requirements
- Minimum 3-5 years of quantitative research experience at an Options Automated Market Maker.
- Familiarity with the India options market is a plus.
- Advanced degree, preferably a PhD, in science, mathematics, engineering, or another quantitative field.
- Proven track record building volatility and/or delta signals as an options market-making quant.
- Good understanding of options pricing theory.
- Experience analyzing large datasets to identify new patterns.
- Proficiency in programming; Python, Java, or C++ preferred.
- Exceptional quantitative, mathematical, and problem-solving skills.
Responsibilities
- Apply modern statistical methods to build predictive models, generate volatility signals, and translate them into viable trading strategies.
- Analyze and optimize existing signals to improve strategy performance.
- Identify opportunities to improve volatility pricing models.
- Calibrate strategies across products and adapt to changing market regimes.
- Implement and integrate new signals into trading infrastructure with the team.
