About this role
Quantitative Researcher – HFT Futures/Equities at Optiver. Location: Austin or Chicago or New York. Role: conduct research, develop models, collaborate peers Requirements: 2+ years of quantitative research on futures/equities; proven profitable trading strategies; computationally intensive research; BS/MS/PhD in a quantitative/technical field; programming in C++, C, Python, Java. Category: Research and Development (R&D) Seniority: Mid Level Tools: C++, C, Python, Java Commitment: Full Time Workplace: Onsite Languages: English