[MindPhair 2023] Talk – Optiver

Information

Putting Theory into Practice: The Maths Behind Market
Making

– Ivo Bodin, Quantitative Researcher

Interested in discovering how your mathematical skills can be applied at a leading trading firm? Curious about how you can solvesome of the toughest analytical challenges in the finance industry? In this talk Ivo Bodin, Quantitative Researcher at Optiver, will provide insights into the innovative mathematical and statistical techniques that are instrumental to the success of the leadingglobal market maker.

You‘ll learn more about how Optiver‘s research teams deploy models such as Black-Scholes and stochastic calculus to understand market behaviour and provide accurate pricing for thousands of financial products. The interactive presentation will also demonstrate the importance of data-driven optimization techniques in achieving low latency and providing liquidity to the markets.

At the end of the talk, you‘ll have the chance to ask any questions you have about market making, quantitative research and life at Optiver.