Experienced Quantitative Researcher - Expression of Interest (US)

As a Quantitative Researcher at Optiver, you'll work alongside world-class researchers, engineers, and traders to solve complex problems at the intersection of machine learning, statistics, and quantitative trading. You'll leverage advanced modeling techniques, large-scale datasets, and cutting-edge computational resources to develop predictive models and algorithms that directly influence how we trade global financial markets. 

Research at Optiver is highly applied and end-to-end. From identifying opportunities and developing hypotheses to designing experiments, deploying models, and evaluating real-world performance, you'll have the opportunity to own meaningful research problems and see your ideas translate into measurable impact. 

Explore Opportunities 

We're connecting with experienced researchers attending NeurIPS who are interested in applying their expertise to challenging, real-world problems in quantitative finance. 

Opportunities span our research teams in New York, Chicago, and Austin, with areas of focus including alpha research, machine learning, portfolio optimization and construction, deep learning, predictive modeling, statistical research, and systematic trading strategies. 

Whether you're currently working in quantitative finance, an AI research lab, or another research-intensive environment, we welcome interest from individuals who have demonstrated the ability to independently develop and apply innovative research. 

Submit your resume through this Expression of Interest form to connect with our recruiting team and explore opportunities aligned with your background and interests. 

What You'll Get 

You'll join a collaborative, research-driven environment where scientific rigor meets real-world application. Our researchers have the autonomy to explore challenging problems, access to sophisticated technology and data, and the opportunity to see their work directly influence trading outcomes. 

In addition, you'll receive: 

• The opportunity to work alongside highly accomplished researchers, engineers, and traders from diverse technical backgrounds. 

• Access to extensive computational resources, large-scale datasets, and advanced research infrastructure. 

• Ownership of meaningful research problems with measurable, real-world impact. 

• A collaborative environment that values intellectual curiosity, rigorous experimentation, and continuous improvement. 

• Highly competitive compensation packages aligned with experience and expertise. 

• Professional development opportunities and exposure to a broad range of quantitative research challenges. 

• Extensive office perks, including breakfast, lunch, snacks, regular social events, clubs, sporting leagues, and more. 

• Research publications at leading conferences such as NeurIPS, ICML, or ICLR. 

• Experience developing and deploying models in production environments. 

Prior experience in financial markets or quantitative trading is not required for all research opportunities. 

Who We Are 

Optiver is a leading technology- and research-driven trading firm. Our teams of scientists, engineers, mathematicians, and traders work side by side to develop, test, and scale ideas that shape how we understand and trade global markets. Powered by a global platform built for rapid experimentation and iteration, we combine the scientific rigor of a research institution with the pace of a technology company. 

Our differences are our edge. Optiver does not discriminate on the basis of race, religion, color, sex, gender identity, sexual orientation, age, physical or mental disability, or other legally protected characteristics.