Options Quantitative Strategist
Virtu Financial · On-site
MeritLog read this listing from Virtu Financial's Greenhouse job board and last checked it on September 13, 2026.
Source: the employer's Greenhouse job board. Open the original listing for current details.
Job details
- Work model
- On-site
- Salary
- Not listed by source
- Location
- Singapore
Hiring context
How this role compares at Virtu Financial
Virtu Financial has 50 live roles in MeritLog’s catalog across 6 job families, and 29 of them are in engineering. 4 of those listings publish a pay range, a disclosure rate of 8%.
Virtu Financial concentrates this hiring in:
Counted across the job boards MeritLog tracks, at the time this page was served. Pay comparisons use only listings that publish a complete range in the same currency and period.
What the role asks for
What you'd do
- Apply your observational skills and modern statistical methods to build predictive models, generate volatility signals, and translate them into viable trading strategies
- Analyze and optimize existing signals to drive strategy performance improvements
- Identify best opportunities to improve our existing volatility pricing models
- Calibrate strategies across different products and adapt to changing market regimes
- Collaborate with the team to implement and integrate new signals into our current trading infrastructure
- Minimum 3-5 years of experience in quantitative research at an OAMM (Options Automated Market Maker). Familiarity with India options market is a plus
- Advanced degree (preferably PhD) in Science, Mathematics, Engineering, or other quantitative field
- Proven track record building volatility and/or delta signals as an options market making quant
- A good understanding in options pricing theory
- Experience analyzing large datasets to systematically identify new patterns
- Proficient in programming, Python, Java or C++ preferred
- Exceptional quantitative, mathematical, and problem-solving skills
Parsed by MeritLog from the employer’s own posting. The full description follows below.
Job description
Virtu is a leading financial firm that leverages cutting edge technology to deliver liquidity to the global markets and innovative, transparent trading solutions to our clients. As a market maker, Virtu provides deep liquidity that helps to create more efficient markets around the world. Our market structure expertise, broad diversification, and execution technology enables us to provide competitive bids and offers in over 19,000 securities, at over 235 venues, in 36 countries worldwide The firm’s complementary core offerings-market making, client execution services, and trading venues-give Virtu a competitive advantage in developing and applying innovative tools that deliver efficiencies and performance across the organization. We continuously develop and employ innovative technology, trading strategies and risk management systems that drive superior and highly scalable trading platforms and are looking for an experienced Quantitative Strategist to help us propel our technology forward in the options trading space. ROLE OVERVIEW As a Quantitative Strategist on our Options desk, you will collaborate with our team of experienced traders, quants, and developers in a collegiate and collaborative environment that encourages cross-team exposure globally. KEY RESPONSIBILITIES • Apply your observational skills and modern statistical methods to build predictive models, generate volatility signals, and translate them into viable trading strategies • Analyze and optimize existing signals to drive strategy performance improvements • Identify best opportunities to improve our existing volatility pricing models • Calibrate strategies across different products and adapt to changing market regimes • Collaborate with the team to implement and integrate new signals into our current trading infrastructure THE CANDIDATE • Minimum 3-5 years of experience in quantitative research at an OAMM (Options Automated Market Maker). Familiarity with India options market is a plus • Advanced degree (preferably PhD) in Science, Mathematics, Engineering, or other quantitative field • Proven track record building volatility and/or delta signals as an options market making quant • A good understanding in options pricing theory • Experience analyzing large datasets to systematically identify new patterns • Proficient in programming, Python, Java or C++ preferred • Exceptional quantitative, mathematical, and problem-solving skills Virtu Financial is an equal opportunity employer, committed to a diverse and inclusive workplace, welcoming you for who you are and does not discriminate on the basis of race, national origin, gender, gender identity, sexual orientation, protected veteran status, disability, age, or other legally protected status.
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