Speaker: Jeffrey Tan
Affiliation: Optiver


As trading becomes more automated and competitive, research is central to the building, testing and deployment of trading strategies. In this talk, I will talk about my role as a quant researcher at Optiver and provide examples as to how I use maths and coding. I'll give an overview of the various types of quant research at Optiver as well as tell you more about my focus: medium-frequency strategies in the Delta 1 space.


Jeff completed a double degree in Engineering and Commerce at UQ before staying on to do his Masters degree in Mathematics. During his time at university, he became heavily interested in quantitative finance due to its unique mix of theory and practice applied in a stimulating and fast-paced environment. After graduating, he moved to Sydney and started at Optiver as a graduate. He works as a quantitative researcher in the Delta 1 team.

About Industry seminar series

The industry seminar series aims to better connect industry and academia by providing a forum for speakers from industry to present challenges and opportunities  in industry, and their insights.

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Physics Annexe (06)
Room 407 (and via Zoom: