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Quantitative Engineer

Optiver is a leading, technology-driven, proprietary trading firm. We've traded the world's most competitive markets for over 35 years, having grown from a single trader on the floor of Amsterdam's European Option Exchange, to over 1000 employees across Amsterdam, Chicago, London, Shanghai & Sydney. Every day our pioneering trading strategies and systems make millions of trading decisions, each guided by our mission to improve the market.

As a member of the Quantitative Engineering team at Optiver you'll be working with passionate and curious colleagues who thrive on solving complex problems. This team is responsible for keeping Optiver ahead in the market by exploring and understanding the interplay with between trading strategies, exchange connectivity and microstructure.  An experimental and engineering mindset are key to being successful in this team. What you build in the morning could be trading by the afternoon

Our Quantitative Engineering team is responsible for tying our systems back to the trading problem using ground breaking data analysis. You’ll collaborate closely with our industry-leading technology and trading teams to direct engineering efforts, experiment with developing and testing hypotheses to help develop new pioneering ideas.

What you will do:

  • Understand exchange microstructure and rules and how they affect trading strategies. Optimize existing or create new models and strategies based on this knowledge;
  • 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;
  • Collaborate with technical and trading technology teams to design and develop new projects, products and low-latency strategies, all driven by data;
  • Critically review co-locations and the technologies used for potential infrastructure changes to maximize efficiencies and fine tune our exchange relationships. This could include analysis of market microstructure, exchange protocols, speed-sensitive communication systems, trading opportunities and performance advantages;
  • Engineer adjustments that can be made to our engagements and protocols that will increase performance;
  • Develop, improve, and scale exchange infrastructure optimization methods and guidelines;
  • Drive the development and standardization of exchange optimization protocols and implement across relevant infrastructure;

Who you are:

There are unconventional ways to seek out information sources for the best trading cycles and it requires an inquisitive mindset to garner that knowledge and seek out new sources of detail. A creative and inquisitive mindset is a must, along with the following:

  • A research approach in order to tackle algorithmic and optimization procedures on exchange and trading systems ( eg. gateway/switch routing/warming, line arbitration);
  • Solid programming skills in Python and the Python data science stack (Pandas, Numpy, Scipy)
  • Prior experience in exchange connectivity, market microstructure and knowledge of exchange infrastructure and protocols
  • Experience with highly distributed, high frequency and low latency systems;


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.

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