Interest Rate Swap/Swaptions Trader

Quant Blueprint LLC; Singapore; On-site; SGD 70,000 - 90,000; Full time

Benefits offered by this job

Performance-based bonus structure

401(k) match up to 50%

Fully paid health insurance

25 paid vacation days

Office perks including meals and social events

Job summary

Quant Blueprint LLC in Singapore is seeking a Graduate Quantitative Researcher to develop algorithmic trading strategies in a collaborative research environment. The role requires a PhD in a relevant STEM field and strong analytical skills to build models that predict market movements.

Candidates should possess solid mathematics knowledge and programming proficiency, along with an interest in machine learning. An extensive benefits package and a vibrant work culture await you.

Qualifications

• Expected graduation date by mid-2025.
• Availability to commence full-time employment upon graduation in 2025.
• Solid foundation in mathematics, probability, and statistics.
• Excellent research, analytical, and modeling skills.
• Independent research experience.

Responsibilities

• Develop trading algorithms using statistical models and machine learning.
• Analyze high-frequency trading strategies using big data technologies.
• Build stochastic models for financial derivatives valuation.
• Ensure efficiency and accuracy of pricing engines and libraries.

Skills

Statistical models and machine learning

Data analysis

Programming proficiency

Research skills

Mathematics and statistics

Education

PhD in Mathematics, Statistics, Computer Science, Physics, or a related STEM field

Tools

Programming languages

Job description

Graduate Quantitative Researcher, PhD – Austin

As a Graduate Quantitative Researcher, you will develop, refine and implement algorithmic trading strategies that shape the future of electronic trading. Working alongside a research team of mathematicians, scientists and technologists, you will leverage vast data sets to construct complex models to predict market movements. With your expertise in statistics and exceptional analytical and research skills, you will develop innovative solutions foundational to Optiver's trading strategies.

Onboarding

You will participate in Optiver's comprehensive Global Academy and be equipped with the knowledge needed to make an impact the moment you join your team. The training covers trading theory and Optiver's tech stack to hone your skills for your role. In addition, you will be paired with a dedicated mentor who will empower you to take ownership of your work and make a difference.

Responsibilities

• Using statistical models and machine learning to develop trading algorithms.
• Leveraging big data technologies to analyze high‑frequency trading strategies, market microstructure and financial instruments to identify trading opportunities.
• Building stochastic models to determine the fair value of financial derivatives.
• Combining quantitative analysis and high‑performance implementation to ensure the efficiency and accuracy of pricing engines and libraries.

Benefits

• A performance‑based bonus structure unmatched anywhere in the industry; we combine our profits across desks, teams and offices into a global profit pool.
• The opportunity to work alongside best‑in‑class professionals from over 40 different countries.
• Ownership over initiatives that directly solve business problems.
• 401(k) match up to 50% and fully paid health insurance.
• 25 paid vacation days alongside market holidays.
• Extensive office perks, including breakfast, lunch and snacks, regular social events, clubs, sporting leagues and more.

Who you are

• PhD in Mathematics, Statistics, Computer Science, Physics, or a related STEM field, with outstanding academic achievements.
• Expected graduation date by mid‑2025.
• Availability to commence full‑time employment upon graduation in 2025.
• Solid foundation in mathematics, probability, and statistics.
• Excellent research, analytical, and modeling skills.
• Independent research experience.
• Proficiency in any programming language.
• Knowledge of machine learning, time‑series analysis, pattern recognition, and NLP is a plus.
• Strong interest in working in a fast‑paced, collaborative environment.
• Fluent in English with strong written and verbal communication skills.

Diversity and Inclusion

Optiver is committed to diversity and inclusion.

Immigration Sponsorship

Optiver is supportive of US immigration sponsorship for this role.