About this role
Quantitative Researcher – HFT Futures/Equities at Optiver - NeurIPS. Location: New York or Chicago or Austin. Role: Conduct research, Collaborate effectively, Optimize workflows Requirements: 2+ years in quantitative research on futures/equities trading; strong analytical/mathematical skills; computationally intensive research; BS/MS/PhD in quantitative field; 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: Hybrid Languages: English