Optiver · 17 hours ago
Quantitative Strategist – Credit Microstructure Alpha
New York, United States
Full-time
Onsite
Senior Level
$200K/yr - $200K/yrOptiver is a leading market-making institution focused on improving market efficiency and transparency. They are seeking a Quantitative Strategist to develop alpha models in the credit space, particularly involving bond products and their interactions with other financial instruments, to shape trading strategies and drive business growth.
Financial ServicesFinTechMarket Research
Responsibilities
Alpha Research: Research and develop short- and medium-horizon alpha models for credit indices, ETFs, single bonds, and CDS
Microstructure Modeling: Analyze RFQ dynamics, flows, and liquidity patterns to identify market microstructure inefficiencies that can be systematically captured
Cross-Asset Signal Development: Build predictive signals linking credit indices with ETFs, equities, and futures, focusing on relationships across risk transfer markets
Framework Development: Improve and extend components of the alpha generation framework, including signal libraries, fitters, reporting pipelines, and backtesting engines
Backtesting & Validation: Design and run rigorous backtests to evaluate alpha performance across multiple horizons (intraday to multi-day), incorporating costs, slippage, and liquidity effects
Production Integration: Work with engineers to deploy alpha models into live trading systems; monitor performance, diagnose issues, and refine models post-deployment
Market Regime Adaptation: Adjust models and signals to account for shifts in volatility regimes, liquidity conditions, and macro/credit-specific events
Collaboration: Partner with traders, developers, and other researchers to integrate alpha models into broader systematic trading strategies
Qualification
Required
Demonstrated experience in alpha research, systematic strategy development, and quantitative modeling, with a strong foundation in statistical methods, optimization, and market microstructure analysis
Master's or PhD in a quantitative field (math, physics, statistics, computer science, engineering)
Deep understanding of credit markets and products (CDX, iTraxx, cash bonds, ETFs), including NAV behavior, cross-asset liquidity dynamics, and trading protocols such as rolls, basis trades, and portfolio hedging strategies
Proficiency in Python and data science libraries (pandas/polars, scikit-learn, matplotlib/plotly), with experience writing production-quality code for real-time data processing and visualization
Working knowledge of SQL, Git, and modern development environments (e.g., VS Code)
Preferred
Exposure to credit, ETFs, equities, or futures
C++ experience is a plus
Benefits
Global profit-sharing pool and performance-based bonus structure
401(k) match up to 50%
Comprehensive health, mental, dental, vision, disability, and life coverage
25 paid vacation days alongside market holidays
Extensive office perks, including breakfast, lunch and snacks, regular social events, clubs, sporting leagues and more
Company
Optiver
Optiver is an international trading firm, headquartered in Amsterdam.
Founded in 1986
1001-5000 employees
H1B Sponsorship
Optiver has a track record of offering H1B sponsorships. Please note that this does not
guarantee sponsorship for this specific role. Below presents additional info for your
reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2025 (28)
2024 (16)
2023 (36)
2022 (12)
2021 (13)
2020 (14)
Funding
Current Stage
Late StageLeadership Team
Rutger Brinkhuis
CEO Optiver US
Charlie Whitmer
Chief People Officer
Recent News
2025-11-25
2025-10-31
Company data provided by crunchbase