Senior Portfolio Manager / Quantitative Researcher – Intraday Trading Strategy

The role

You will lead the development of systematic intraday strategies across a range of asset classes. You will own the full research-to-production lifecycle and impact live trading performance.

What you will do

• Lead alpha research to generate ideas and discover signals
• Build and validate predictive models through rigorous backtesting
• Construct portfolios by combining signals and managing intraday risk exposures
• Optimise for costs, turnover and capacity
• Drive production and execution to ensure strategies are tradable

Required qualifications

• 3+ years of experience in quantitative research or trading
• Solid production results in live intraday strategies
• Strong research mindset
• Proven ability to generate original ideas and take them from concept to production
• Programming experience in languages such as Python, Java or C++
• Experience working with large-scale datasets and data pipelines
• Quick-learning, team-oriented and open-minded attitude
• Continuous improvement mindset and drive to succeed

Nice to have

• Experience at a proprietary trading firm

Benefits

• Competitive remuneration including an attractive bonus structure
• Additional leave entitlements
• Training, mentorship and personal development opportunities
• Daily office breakfast, lunch, snacks etc.
• Sponsored gym membership, sports and leisure activities
• Weekly in-house chair massages
• Regular social events, clubs and Friday afternoon drinks

About the company

Optiver is committed to diversity and inclusion through every stage of the hiring process.