
at Optiver
Proprietary TradingPosted 2 months ago
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This role is for a Quantitative Researcher focusing on high-frequency trading strategies in futures and equities. You will research and develop statistical models and execution algorithms, backtest strategies, and collaborate closely with traders and engineers to deploy low-latency, high-performance trading systems. The role involves market-structure research, including work on securities lending/borrowing (SBL) markets such as Brazil's, and requires strong coding and quantitative skills.
- Compensation
- Not specified
- City
- Not specified
- Country
- Brazil
Currency: Not specified




