Strategist(Tech)

Options Quantitative Strategist Virtu is a leading financial firm that leverages cutting edge technology to deliver liquidity to the global markets and innovative, transparent trading solutions to our clients. As a market maker, Virtu provides deep liquidity that helps to create more efficient markets around the world. Our market structure expertise, broad diversification, and execution technology enables us to provide competitive bids and offers in over 19,000 securities, at over 235 venues, in 36 countries worldwide

The firm's complementary core offerings—market making, client execution services, and trading venues—give Virtu a competitive advantage in developing and applying innovative tools that deliver efficiencies and performance across the organization. We continuously develop and employ innovative technology, trading strategies and risk management systems that drive superior and highly scalable trading platforms, and are looking for an experienced Quantitative Strategist to help us propel our technology forward in the options trading space.

Quantitative Strategist - Options Desk

As a Quantitative Strategist on our Options desk, you will collaborate with our team of experienced traders, quants, and developers in a collegiate and collaborative environment that encourages cross-team exposure globally.

Analyze and optimize existing strategies to drive performance improvements

Develop sophisticated risk models and frameworks to manage cross-product portfolio risks in volatile markets

You will join a select team of experienced options quants, traders, and software engineers in a fast-paced yet collaborative environment. Advanced degree (preferably PhD) in Science, Mathematics, Engineering, or other quantitative field

• Expertise in implied and realized volatility modeling, volatility risk management and calibration, trading signals, event modeling, order placement logic, PnL analysis, and microstructure effects
• Strong understanding of risk management and valuation models
• Proven track record building volatility and/or delta signals as an options market making quant
• Proficient programming skills, particularly in C/C++ and Python
• Salary Range: $150,000 - $250,000 (salary range is exclusive of bonuses, benefits or other categories of compensation)

Virtu Financial is an equal opportunity employer, committed to a diverse and inclusive workplace, welcoming you for who you are and does not discriminate on the basis of race, national origin, gender, gender identity, sexual orientation, protected veteran status, disability, age, or other legally protected status.