Optiver Recruiting & Quantitative Research Tech Talk

Please RSVP here ahead of the event: https://share.hsforms.com/1qKnAhgJ0ROWCtQdhvbcKLA4xtvs . Refreshments will be served so please register so we can have an accurate count for food. 

Join Optiver on September 17th in 32-G449 (Kiva Seminar Room at CSAIL) from 12-1pm for a technical talk on Quantitative Research within trading. What you’ll learn:

  1. How Optiver researchers and engineers build models to determine the fair value of traded assets
  2. Techniques for combining multiple inputs to generate robust pricing model
  3. How pricing models are used to inform trading strategies and manage risk in a high-frequency environment

 

Speaker: Souktik Roy, Quantitative Researcher, PhD in Mathematics from University of Illinois Urbana-Champaign