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 Optimisation Engineer to join our Data Engineering team. Data is the lifeblood of Optiver's trading business, and the Data Engineering team ensures that traders, quant researchers, risk and compliance analysts have timely, accurate and complete data sets to drive their activities. In this role you will act as a Data SRE, looking for optimisation across:
- Query optimisation
- Data loading optimisation
- Hardware level disk optimisation
- Database optimisation
You will ideally also act as both steward and champion for the firm's trading data archives and the systems which capture, transform and load trading data into those archives.
What will you do
- Develop metrics and models from an Operations and Optimisation mindset.
- Develop and administer NoSQL data stores which feed the firm's operational and quantitative research activities.
- Develop data storage strategies which will stay ahead of the scale of our archives and will continue to meet the evolving requirements of our user base, and work with other engineers within infrastructure to implement those strategies.
- Understand the impact that moving large amounts of data can have on production networks, and develop strategies to ensure that data arrives in a timely manner without impacting real-time data flows.
- Continue to evolve Optiver's data capture and time synchronization infrastructure to ensure completeness and accuracy of our archived trading data.
- Implement, maintain, monitor and improve the Data Engineering team's ETL pipelines.
What you will need
- Significant experience programming with Python;
- Experience with data optimisation, specifically query optimisation, data loading optimisation, hardware level disk optimisation, database optimisation;
- Experience with InfluxDB and ElasticSearch are important but it must be the ability to develop and administer these versus being a user (more common). Other NoSQL databases would be considered in the same vein;
- Significant experience engineering business-critical real-time ETL pipelines;
- Experience working with petabyte-scale data lakes;
- Experience with network capture and time synchronization infrastructure;
- Experience with distributed, high performance SQL and NoSQL database systems;
- Experience with large, high performance file systems and other storage technologies;
- Hands-on Linux system administration skills;
- Exposure to basic network engineering concepts. Protocol level network analysis experience is a plus;
- Experience working collaboratively in a shared codebase;
- Strong face to face and written communication skills;
- Knowledge of the trading industry is a plus.
What you can expect from us
An energetic and collaborative work culture with ambitious, down-to-earth colleagues. We constantly ask ourselves how to do better, which creates a stimulating and fun environment. Competitive remuneration and great secondary benefits such as an attractive profit sharing structure, training opportunities, fully paid first-class commuting expenses, a premium-free pension, discounts on health insurance, breakfast and lunch facilities, sports and leisure activities, weekly chair massages and Friday afternoon drinks. We provide you with the support and tools needed to develop your skills on the job so that you are empowered to perform at your best, both personally and professionally. We also provide relocation assistance.