Options Quantitative Strategist

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 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

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.

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…