Virtu is a leading financial firm that leverages cutting edge technology to deliver liquidity to the global markets and innovative, transparent trading solutions to our clients. As a market maker, Virtu provides deep liquidity that helps to create more efficient markets around the world. Our market structure expertise, broad diversification, and execution technology enables us to provide competitive bids and offers in over 19,000 securities, at over 235 venues, in 36 countries worldwide
The firm’s complementary core offerings—market making, client execution services, and trading venues—give Virtu a competitive advantage in developing and applying innovative tools that deliver efficiencies and performance across the organization. We continuously develop and employ innovative technology, trading strategies and risk management systems that drive superior and highly scalable trading platforms, and are looking for an experienced Quantitative Strategist to help us propel our technology forward in the options trading space.
Quantitative Strategist - Options Desk
ROLE OVERVIEW
As a Quantitative Strategist on our Options desk, you will collaborate with our team of experienced traders, quants, and developers in a collegiate and collaborative environment that encourages cross-team exposure globally.
KEY RESPONSIBILITIES
- Leverage your expertise to develop new predictive models, generate signals, and translate them into viable trading strategies
- Collaborate with the team to implement and integrate new signals into our current trading infrastructure
- Calibrate strategies across different products and adapt to changing market regimes
- Partner with traders to enhance existing processes and systems
- Apply observational skills and modern statistical methods to build effective predictive models
- Research and implement innovative volatility trading strategies and signals
- Analyze and optimize existing strategies to drive performance improvements
- Develop sophisticated risk models and frameworks to manage cross-product portfolio risks in volatile markets
IDEAL CANDIDATE PROFILE
You will join a select team of experienced options quants, traders, and software engineers in a fast-paced yet collaborative environment. The ideal candidate will have:
- Advanced degree (preferably PhD) 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
Salary Range: $150,000 - $250,000 (salary range is exclusive of bonuses, benefits or other categories of compensation)
Virtu Financial is an equal opportunity employer, committed to a diverse and inclusive workplace, welcoming you for who you are and does not discriminate on the basis of race, national origin, gender, gender identity, sexual orientation, protected veteran status, disability, age, or other legally protected status.
Skills Required
- 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 and risk management
- Strong understanding of risk management and valuation models
- Proficient programming skills in C/C++ and Python
- Exceptional quantitative and problem-solving abilities
Virtu Financial Compensation & Benefits Highlights
The following summarizes recurring compensation and benefits themes identified from responses generated by popular LLMs to common candidate questions about Virtu Financial and has not been reviewed or approved by Virtu Financial.
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Healthcare Strength — Feedback suggests core coverage is comprehensive, including medical, dental, vision, HSA/FSA, life, and disability. Official materials and third‑party overviews consistently describe strong health-related protections.
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Leave & Time Off Breadth — Generous PTO alongside paid holidays, sick and bereavement leave, and parental/family leave are highlighted across multiple overviews. These time‑off elements form a notable part of the package.
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Wellbeing & Lifestyle Benefits — Perks such as free meals/snacks, commuter benefits, gym access, and occasional onsite services (e.g., massages, haircuts) enhance the day‑to‑day experience. Availability of these amenities is emphasized particularly in certain offices.
Virtu Financial Insights
What We Do
Virtu is a leading financial firm that leverages cutting edge technology to deliver liquidity to the global markets and innovative, transparent trading solutions to our clients. We combine our market structure expertise and execution technology to provide deep liquidity and competitive bids and offers in over 19,000 securities, at over 235 venues in 36 countries and unrivaled execution technology to our clients, while creating more efficient and stable markets worldwide. We strongly believe that transparency enables market participants to make better, more informed decisions while making markets more efficient. We strictly adhere to our core set of client values with each and every trade: Transparency, Reliability & Virtue.
