Options Quant Strategist: Volatility Signals & Models

Virtu Careers; Singapore; On-site; SGD 150,000 - 270,000; Full time

Job summary

Virtu Financial is seeking a Quantitative Strategist on the Options desk to collaborate with traders, quants, and developers in a collegiate, globally exposed environment.

You will build predictive models, calibrate strategies, and translate signals into trading opportunities, leveraging large datasets and advanced statistics. The role requires 3–5 years in quantitative research, a PhD, and strong programming in Python/Java/C++, with a deep understanding of options pricing.

Qualifications

• 3–5 years of experience in quantitative research at an OAMM.
• PhD in a quantitative field preferred.
• Proven track record building volatility/delta signals for options MM.
• Strong understanding of options pricing theory.
• Experience analyzing large datasets to identify patterns.

Responsibilities

• Apply statistical methods to build predictive models and volatility signals.
• Analyze and optimize existing signals to improve strategy performance.
• Identify opportunities to improve volatility pricing models.
• Calibrate strategies across products and adapt to market regimes.
• Collaborate to implement new signals into the trading infrastructure.

Skills

Quantitative analysis

Problem solving

Mathematical proficiency

Statistical modeling

Education

PhD in quantitative field

Tools

Python

Java

C++

Job description

Virtu Financial is seeking a Quantitative Strategist on the Options desk to collaborate with traders, quants, and developers in a collegiate, globally exposed environment.

You will build predictive models, calibrate strategies, and translate signals into trading opportunities, leveraging large datasets and advanced statistics. The role requires 3–5 years in quantitative research, a PhD, and strong programming in Python/Java/C++, with a deep understanding of options pricing.