Options Quantitative Strategist

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

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

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.