Quant jobs / Optiver

Quantitative Researcher – SVT

An early-stage research hire for a market maker's systematic volatility trading team, which runs a fully automated options strategy. You would help set the direction of the strategy.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Develop and refine alpha strategies for automated index and equity options trading
Research new signals, models and execution methods
Test whether an idea survives costs and real fills
Help decide the roadmap for a small, growing team
Write research code in Python or C++ that feeds the live system

What they ask for

Required

4–5+ years of quantitative research on equity or index option alpha
BS, MS or PhD in a quantitative field
Python, C++ or similar
Data analysis
Independence and ownership
Original thinking

Education: BS, MS or PhD in a quantitative or technical field.
Experience: 4–5+ years of quantitative research focused on equity or index options alpha
Languages and tools: Python
C++
Markets: options, equities

How to prepare

Build a simple option-based signal and test it with realistic transaction costs
Study implied volatility surfaces, skew and term structure and how they move
Learn how option market makers hedge and manage inventory
Write clean research code that could be handed to an engineering team

What to study

The Volatility Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Optiver’s site before applying: requirements, location and pay can change after we check them.

View the posting on Optiver’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Optiver and doesn’t handle applications.