Quant jobs / Virtu Financial

Options Quantitative Strategist

A research role on Virtu's options market-making desk, building volatility signals and improving pricing models. You would work alongside traders, quants and developers across regions.

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.

Build predictive volatility and delta signals
Analyse and improve existing signals
Refine volatility pricing models and calibrate across products and regimes
Integrate new signals into the trading infrastructure

What they ask for

Required

3-5 years of quant research at an options automated market maker
Track record building volatility or delta signals
Options pricing theory
Large dataset analysis
Python, Java or C++
Strong mathematics

Preferred

Familiarity with the Indian options market

Education: Advanced degree (preferably PhD) in a science, maths, engineering or other quantitative field
Experience: 3-5 years of options market-making quant research
Languages and tools: Python
Java
C++
Markets: options

How to prepare

Fit and compare volatility surface models on listed options data
Study how market makers hedge delta and vega and how signals feed quoting
Build a simple predictive volatility signal and test it out of sample
Review Indian index options market structure

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 Virtu Financial’s site before applying: requirements, location and pay can change after we check them.

View the posting on Virtu Financial’s site ↗

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