The role
Making two-sided markets in listed options and managing the greeks that come with them. Pricing is continuous and the risk changes with every fill.
What the work involves
- Quote options series and manage delta, vega and gamma across the book
- Adjust pricing parameters as volatility and flow change
- Hedge in the underlying and in related products
- Feed what the book shows back into the pricing models
What firms look for
- Quantitative degree and fluency with options pricing
- Fast, accurate numerical judgement under pressure
- Understanding of volatility surfaces and their behaviour
- Python for analysis; deep coding is handled by the technology team
- Temperament for continuous decision-making through the session
This description is written by QuantStep from what the role involves, and is not the firm's own posting. Applications go to Optiver directly — QuantStep is not the employer, does not receive applications and is not a recruiter. Requirements, compensation and availability are the firm's to state, so check the posting before applying.