Quant jobs / Optiver

Senior Statarb Portfolio Manager / Quantitative Researcher

A senior role helping to lead the build of a medium-frequency equity statistical arbitrage strategy in Shanghai. Predictions run from intraday to a couple of days.

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.

Co-lead the design of the new equity stat-arb strategy
Implement the current strategy end to end
Run computationally heavy research on predictive signals
Test signals at horizons from intraday to a few days
Work with the existing support to move research into production

What they ask for

Required

3+ years on a successful equities trading team, ideally at a prop firm
Statistics, maths, engineering or computer science background
Equity statistical arbitrage experience
Strong analytical and maths skills
Computationally intensive research

Preferred

Python
Java
C++

Education: Background in statistics, maths, engineering, computer science or similar.
Experience: 3+ years on a successful equities trading team
Languages and tools: Python
Java
C++
Markets: equities

How to prepare

Build a pairs or factor-neutral stat-arb backtest with realistic costs
Study factor models and residual returns for equities
Learn how holding period, turnover and capacity trade off
Practise vectorised research code that scales to many securities

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.