Options Quant Strategist: Market-Making & Volatility

Trading Interview; Singapore; On-site; SGD 150,000 - 230,000; Full time

Job summary

Virtu Financial is seeking an experienced Quantitative Strategist to join the Options desk. You will work with traders, quants and developers in a collaborative, global environment to develop and refine models and trading signals.

You will apply modern statistical methods to build predictive models, calibrate strategies across products, and integrate signals into our trading infrastructure. A PhD and 3–5 years in quantitative research are preferred.

Qualifications

• 3–5 years of quantitative research experience in an OAMM environment.
• PhD in a quantitative field preferred.
• Proven track record building volatility/delta signals for options market making.
• Strong understanding of options pricing theory.
• Experience analyzing large datasets to identify patterns.
• Proficiency in Python, C++ (and/or Java) for trading systems.

Responsibilities

• Develop and refine models to generate volatility signals and trading strategies.
• Analyze and optimize existing signals to improve strategy performance.
• Calibrate strategies across products and adapt to changing market regimes.
• Collaborate with traders, quants, and developers to integrate signals into the trading infra.

Skills

Quantitative research

Statistical modeling

Volatility/delta signals

Data analysis

Programming proficiency

Problem solving

Advanced math

Education

PhD in Math/Stats/Engineering

Tools

Python

C++

Java

Job description

Virtu Financial is seeking an experienced Quantitative Strategist to join the Options desk. You will work with traders, quants and developers in a collaborative, global environment to develop and refine models and trading signals.

You will apply modern statistical methods to build predictive models, calibrate strategies across products, and integrate signals into our trading infrastructure. A PhD and 3–5 years in quantitative research are preferred.