Skip to content
Working at OptiverCareer OpportunitiesMicrostructure Performance Engineer
all Jobs

Microstructure Performance Engineer

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 to grow our Performance Engineering team which specializes in exchange connectivity, low latency technologies and competitive analysis. This team is responsible for keeping Optiver leading the market by working on cutting-edge challenges and optimizing highly performant systems, software and infrastructure connecting to various financial exchanges around the world. This could be done through the analysis of exchange protocols, analyzing hardware or conducting physical installations as well as business approaches. Whatever ideas you have, we can try!

A Microstructure Performance Engineer is responsible for investigating new opportunities for connectivity optimization across the business. This is about attacking the hard problems where you take a multidisciplinary approach to cover every imaginable angle to a problem, and where these solutions are then pursued with energy and focus.

What you will do

  • Contribute to the design, development and implementation of performance engineering solutions for our global business, including elements of latency analysis and the development of tools to assess performance;
  • Guide the development and standardization of exchange optimization protocols for our existing exchange relationships;
  • Re-engineer systems, review how we use technology, and consider how our relationships are structured in order to understand how to improve our trading success;
  • Critically review co-locations and the technologies used for potential infrastructure changes to maximize efficiencies and fine tune our exchange connections.
  • Liaise and collaborate with all relevant Optiver technical teams and trading technology groups as well as relevant trading and research leads to develop new projects, products and low-latency strategies, all driven by data;
  • Responsible for developing and facilitating relevant benchmarking procedures for all new infrastructure components (mostly network and server devices);
  • Responsible for engendering a development-wide understanding of the intricacies of the infrastructure components so that software could take advantage of the full capabilities of the devices;
  • Help develop and expand ideas and techniques onto new markets.

What you will need:

A variety of skills that help develop your understanding of the reality of connectivity issues and identify business opportunities together. This could be the utilization of a combination of coding capabilities, low level and network optimization experience as well as the knowledge of exchange microstructure pieces. Specifically:

  • Strong Computer Science fundamentals, including good working knowledge of algorithms, data structures, distributed systems;
  • Software, Hardware and Networking knowledge – items such as WAN optimization on microwave and fibre latency: selective queuing and real time application and network monitoring, microbursts, time sync, one-way delays measurements, QoS classes;
  • C/C++ programming with Python for data analysis;
  • TCP/IP networking, packets, capturing;
  • Linux kernel development to make significant improvements in how our software runs on our servers;
  • Knowledge of FPGAs;
  • Prior involvement with database & protocol decoding infrastructure.

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.

More information on how Optiver Europe processes your personal data can be found in our Privacy Policy.

Latest Insights

Men working at the Optiver office