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.
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
- Apply your observational skills and modern statistical methods to build predictive models, generate volatility signals, and translate them into viable trading strategies
- Analyze and optimize existing signals to drive strategy performance improvements
- Identify best opportunities to improve our existing volatility pricing models
- Calibrate strategies across different products and adapt to changing market regimes
- Collaborate with the team to implement and integrate new signals into our current trading infrastructure
THE CANDIDATE
- Minimum 3-5 years of experience in quantitative research at an OAMM (Options Automated Market Maker). Familiarity with India options market is a plus
- Advanced degree (preferably PhD) in Science, Mathematics, Engineering, or other quantitative field
- Proven track record building volatility and/or delta signals as an options market making quant
- A good understanding in options pricing theory
- Experience analyzing large datasets to systematically identify new patterns
- Proficient in programming, Python, Java or C++ preferred
- Exceptional quantitative, mathematical, and problem-solving skills
Top Skills
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.
