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Proprietary Trading
Quantitative Strategist – Credit Microstructure Alpha
at Optiver
Mid LevelNo visa sponsorshipData Science/AI/ML
Posted 17 hours ago
No clicks
- Compensation
- Not specified
- City
- Not specified
- Country
- Brazil
Currency: Not specified
Develop quantitative strategies focused on credit microstructure and secured borrow/lend (SBL) markets, with a particular emphasis on improving Brazil’s SBL market. Collaborate with traders and engineers to research market structure, build models, and translate signals into executable strategies. Use data-driven analysis to identify and capture microstructure alpha while managing execution and risk considerations. Communicate insights and implement systematic improvements to trading workflows.
