Optiver is a leading trading firm driven by technology with over one thousand employees globally. We pioneer our own trading strategies and systems using clean code and sophisticated technology, running a global network with thousands of high-performance low-latency applications that solve problems in nanoseconds.
We are seeking a senior level Data Engineer to join our Data Engineering team. Data is the lifeblood of Optiver's trading business and the Data Engineering team ensure all areas of the trading business have timely, accurate and complete trading data sets to drive their activities. A successful candidate will become both steward and champion for the firm's trading data archives and the systems which capture, transform and load trading data into those archives. A strategic thinker with a passion for solving difficult problems will find ample opportunities to exercise those traits in this role.
What you will do
- Identify and implement strategies to make our ETL pipelines more efficient and robust.
- Manage the impact of changes to exchange protocols or trading software to our data pipelines.
- Develop and implement strategies for measuring completeness and accuracy of extracted data in near real-time.
- Develop strategies for back-population and historical corrections.
- Own your changes from design to deployment, ensuring continuity of service for end-users.
- Liaise with traders and trading system developers to continue to improve and enhance the content and quality of our data archives.
What you will need
- Fluency in Python programming.
- Experience programming with C++ is strongly desired.
- Experience with engineering business critical real-time ETL pipelines.
- Knowledge of the trading industry is a plus.
- Familiarity with Linux.
- Experience working collaboratively in a shared codebase.
- Strong face to face and written communication skills.
What you can expect from us
We understand that our best work is done together. We constantly ask ourselves how to do better, which creates a stimulating and fun environment, where you are seriously rewarded for your performance. To be concrete, we offer excellent remuneration and great secondary benefits, such as an attractive profit sharing structure, training opportunities, fully paid first-class commuting expenses, a premium-free pension, breakfast and lunch facilities, sports and leisure activities, even weekly chair massages and of course Friday afternoon drinks. We are used to guiding expats through their relocation and offer relocation packages and discounts on health insurance.