Intraday Medium Frequency Trading Researcher

WHO WE ARE

Optiver is a global market maker with offices in Amsterdam, London, Chicago, Austin, Sydney, Shanghai, Hong Kong, Singapore and Taipei. Founded in 1986, today we are a leading liquidity provider, with close to 2,000 employees in offices around the world, united in our commitment to improve the market through competitive pricing, execution and risk management. By providing liquidity on multiple exchanges across the world in various financial instruments, we participate in the safeguarding of healthy and efficient markets. We provide liquidity to financial markets using our own capital, at our own risk, trading a wide range of products: listed derivatives, cash equities, ETFs, bonds and foreign currencies.

Since its establishment in 2012, our Shanghai office is a rapidly growing participant in the Chinese markets, trading exchange-listed futures, options and equities in China mainland. Our vision is to become the trusted partner in the development of Chinese financial markets. With the culture of a start-up but the backing of a 35+ year-old trading firm, the Optiver Shanghai office is truly unique. Everyone who joins us will help shape the future of our company and its global impact. Get ready: we are only just beginning.

WHAT YOU’LL DO

As a Senior Portfolio Manager or Quantitative Researcher on our Equity MFS (Medium Frequency Statistical arbitrage) team, you’ll jointly lead the effort to build Optiver Shanghai’s proprietary equity MFS strategy. In addition, you’ll:

• Alpha Development: Design, develop, and implement intraday trading strategies with medium frequency alpha, targeting minute-level / hour-level opportunities in commodity / index futures, or stock markets.
• Machine Learning Integration: Apply machine learning models and algorithms to analyze market data, build predictive models, and identify actionable trading signals. Continuously refine models based on performance metrics and market conditions.
• Market Analysis: Perform comprehensive analysis of market data, including historical and real-time information, to identify and exploit trading opportunities.
• Data Management: Manage and analyze large datasets using advanced statistical methods and analytics. Ensure data accuracy and integrity for reliable decision-making.
• Technology Integration: Develop and maintain trading algorithms and systems using C++ and Python.
• Performance Monitoring: Monitor and assess the effectiveness of trading strategies, making data-driven adjustments to improve profitability and risk management.
• Collaboration: Work closely with traders, developers, and other researchers to integrate strategies into the trading platform and align with overall trading objectives.

WHO YOU ARE

To succeed in this role, you’ll need to have the below skills and experience.

• Educational Background: Degree in Mathematics, Statistics, Computer Science, Engineering, Finance, or a related field.
• Experience: Minimum of 3 years of experience in developing and implementing trading strategies for commodity, index futures, or stock markets. Experience with medium frequency trading is required, with a focus on either China or US/APAC markets.
• Technical Skills: Proficiency in C++ and Python. Strong background in machine learning and its application will be a plus.
• Analytical Expertise: Proven ability to analyze large datasets, develop predictive models, and generate actionable trading signals.
• Market Knowledge: Deep understanding of trading dynamics, market microstructure, and risk management in relevant financial markets.
• Communication Skills: Excellent verbal and written communication skills, with the ability to clearly present complex concepts and findings to stakeholders.

WHAT YOU’LL GET

• The chance to work alongside diverse and intelligent peers in a rewarding environment
• Competitive remuneration including an attractive bonus structure and additional leave entitlements
• Training, mentorship and personal development opportunities
• Daily breakfast, lunch and snacks
• Gym membership, sports and leisure activities, plus weekly in-house chair massages
• Regular social events, clubs and Friday afternoon drinks.

As an intentionally flat organization, we believe that great ideas and impact can come from everyone. We are passionate about empowering individuals and creating diverse teams that thrive. Every person at Optiver should feel included, valued and respected, because we believe our best work is done together.

Our commitment to diversity and inclusion is hardwired through every stage of our hiring process. We encourage applications from candidates from any and all backgrounds, and we welcome requests for reasonable adjustments during the process to ensure that you can best demonstrate your abilities.

Personal information protection is of utmost importance to Optiver. Before you provide any personal information to us, we strongly urge you to read Optiver China Privacy Notice for acknowledging how we collect and process your personal information.