About this role
Quantitative Researcher – HFT Futures/Equities at Optiver - NeurIPS. Location: Chicago or Austin or New York. Role: Conduct research, Collaborate peers, Optimize workflows Requirements: 2+ years in quantitative research on futures/equities trading; strong analytical/mathematical skills; experience with computationally intensive research; BS/MS/PhD in a quantitative field; programming in C++, C, Python, or Java. Category: Data and Analytics Seniority: Mid Level Tools: C++, C, Python, Java Commitment: Full Time Workplace: Hybrid Languages: English