About this role
Quantitative Researcher – HFT Futures/Equities at Optiver - NeurIPS. Location: Austin or Chicago or New York. Role: conduct research, collaborate peers, optimize workflows Requirements: 2+ years of quantitative research on futures/equities trading; profitable strategy development; computationally intensive research; BS/MS/PhD; programming in C++, C, Python, Java; collaborative, self-starter. Category: Data and Analytics Seniority: Mid Level Tools: C++, C, Python, Java Commitment: Full Time Workplace: Onsite Languages: English