Quant jobs / Optiver

Senior Portfolio Manager / Quantitative Researcher – Intraday Trading Strategy

A senior role leading systematic intraday strategies at horizons from minutes to hours. The hire owns research through to live production.

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.

Generate and screen alpha ideas at intraday horizons
Build and backtest predictive models
Combine signals into portfolios and manage intraday risk
Tune for costs, turnover and capacity
Own live performance and check that strategies fit real market microstructure

What they ask for

Required

3+ years in quantitative research or trading, ideally at a prop firm
Live intraday production results
Original idea generation
Python, Java or C++
Large datasets and data pipelines
Team-oriented attitude

Education: Not stated.
Experience: 3+ years in quantitative research or trading with live intraday results
Languages and tools: Python
Java
C++
Markets: multi-asset

How to prepare

Backtest an intraday signal with realistic costs, then study its capacity
Learn portfolio construction with turnover and risk constraints
Study market microstructure effects on intraday returns
Build data pipelines that handle tick or minute-bar data cleanly

What to study

The Portfolio and Factor 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.