Graduate Quantitative Researcher — ML & Market Signals

Optiver Holding BV; Amsterdam; On-site; EUR 60,000 - 90,000; Full time

Benefits offered by this job

Performance-based bonus

Global team collaboration

25 vacation days

Training opportunities & benefits

Extensive office perks

Conferences & learning opportunities

Relocation & visa sponsorship

Job summary

Optiver is seeking a Graduate Quantitative Researcher to contribute to pricing, forecasting and signal discovery using mathematics and machine learning. You’ll work across data-rich environments, testing ideas rapidly within our production platform.

You’ll join a team that values academic discourse and cross-functional collaboration with researchers, traders and engineers to adapt models as markets evolve. The program includes structured onboarding and extensive learning opportunities in

Qualifications

• Degree in Engineering, Physics, Maths, Econometrics, Computer science or equivalent
• Programming in any language (preferably Python) and exposure to ML
• Ability to apply probability, calculus and linear algebra concepts
• Competitive attitude and eagerness to improve
• Ability to learn quickly and communicate in English

Responsibilities

• Build models for pricing, forecasting and signal discovery
• Work with petabytes of market data to find signals
• Monitor models in production and refine assumptions
• Use deep learning and AI-enabled workflows to speed up hypothesis testing
• Collaborate with researchers, traders and engineers to shape problems

Skills

Python

C/C++

Mathematics

Probability

Linear Algebra

English Proficiency

Education

Engineering, Physics, Maths, Econometrics, Computer science or equivalent

Tools

Git

SQL

Job description

Optiver is seeking a Graduate Quantitative Researcher to contribute to pricing, forecasting and signal discovery using mathematics and machine learning. You’ll work across data-rich environments, testing ideas rapidly within our production platform.

You’ll join a team that values academic discourse and cross-functional collaboration with researchers, traders and engineers to adapt models as markets evolve. The program includes structured onboarding and extensive learning opportunities in