Options Quantitative Strategist

Virtu is a leading financial firm seeking a Quantitative Strategist to develop predictive models, generate signals, and implement trading strategies for the options desk.

Requirements

• Advanced degree in Science, Mathematics, Engineering, or other quantitative field
• 3-5 years of experience in Quantitative Research at an Automated Market Maker
• Expertise in implied and realized volatility modeling, volatility risk management and calibration, trading signals, event modeling, order placement logic, PnL analysis, and microstructure effects
• Strong understanding of risk management and valuation models
• Proven track record building volatility and/or delta signals as an options market making quant
• Experience analyzing large datasets to systematically identify new patterns
• Proficient programming skills, particularly in C/C++ and Python
• Exceptional quantitative, mathematical, and problem-solving abilities

Benefits

• Salary range of $150,000 - $250,000
• Bonuses, benefits, or other categories of compensation
• Equal opportunity employer with a diverse and inclusive workplace