About this role
Senior Portfolio Manager / Quantitative Researcher – Intraday Trading Strategy at Optiver. Location: Shanghai, Shanghai, China. Role: lead alpha, build models, drive production Requirements: 3+ years in quantitative research or trading; production results in intraday strategies; programming in Python, Java, or C++; experience with large-scale data pipelines. Category: Data and Analytics Seniority: Senior Level Tools: Python, Java, C++ Commitment: Full Time Workplace: Onsite Languages: English