Software engineer - Real-Time Pricing

Optiver; Amsterdam; On-site; EUR 90,000 - 140,000; Full time

Benefits offered by this job

Performance bonus

Global team

25 vacation days

Health insurance discounts

Office perks & massages

Relocation & visa sponsorship

Job summary

Optiver in Amsterdam is seeking a software engineer to join our real-time pricing systems team. You’ll work with traders, researchers and other developers on a production-grade, low-latency pricing platform that handles millions of derivative contracts across 70+ exchanges.

You will translate business problems into robust software, optimize data processing and large-scale compute, and help automate to shorten time to market.

Qualifications

• A software engineer with an entrepreneurial mindset and the ability to strategically identify the tools which are best placed and where time is best spent, to achieve the results needed for our business to continue performing at the highest possible level.
• Experience designing and building large-scale, distributed or real-time systems
• Strong software engineering fundamentals and an interest in writing reliable, maintainable production code
• Ability to operate autonomously as well as collaborate with Traders, Researchers, other technical teams and business operations counterparts to deliver on complex business initiatives
• Experience with C++ is a plus
• Interest in systematic trading, derivatives pricing, or quantitative finance more broadly is a strong plus - but not a hard requirement; we will teach you what you need to know

Responsibilities

• Work directly with trading, researchers and other development teams in tightly knit working groups being responsible for overall success of the projects. We are not afraid of crossing team boundaries, learn about each other’s domain and apply this expertise in practice.
• Apply your engineering background to translate business problems into robust, production grade software
• Work on our pricing platform - already a key competitive advantage - while helping push it even further by:
• optimizing our low-latency data processing
• optimizing our large scale compute
• distribution of large volume datasets across multiple physical locations while ensuring consistency and atomicity
• increasing automation to further reduce our time to market
• Have a direct impact on business with a tight feedback loop
• Join a strong and dynamic team

Skills

Distributed systems

C++

Real-time

Autonomous work

Job description

Optiver is looking for a software engineer to join our real-time pricing systems team. Team builds and runs the highly reliable, traceable and scalable pricing platform responsible for automated real-time pricing of millions of derivative contracts listed on 70+ exchanges. We continuously need to react to the new low latency pricing signals and instruct our execution to update our prices in all affected instruments. At the same time we need to continuously produce large volumes of various pricing datasets allowing us to trade, analyze and breakdown our trade quality, visualize and understand our positions, run automation, systematic analysis and trading strategies. All of this while allowing for a rapid development and pricing model research cycle with multiple releases per day.

What you’ll do:

• Work directly with trading, researchers and other development teams in tightly knit working groups being responsible for overall success of the projects. We are not afraid of crossing team boundaries, learn about each other’s domain and apply this expertise in practice.
• Apply your engineering background to translate business problems into robust, production grade software
• Work on our pricing platform - already a key competitive advantage - while helping push it even further by:
• optimizing our low-latency data processing
• optimizing our large scale compute
• distribution of large volume datasets across multiple physical locations while ensuring consistency and atomicity
• increasing automation to further reduce our time to market
• Have a direct impact on business with a tight feedback loop
• Join a strong and dynamic team

Who you are:

• A software engineer with an entrepreneurial mindset and the ability to strategically identify the tools which are best placed and where time is best spent, to achieve the results needed for our business to continue performing at the highest possible level.
• Experience designing and building large-scale, distributed or real-time systems
• Strong software engineering fundamentals and an interest in writing reliable, maintainable production code
• Ability to operate autonomously as well as collaborate with Traders, Researchers, other technical teams and business operations counterparts to deliver on complex business initiatives
• Experience with C++ is a plus
• Interest in systematic trading, derivatives pricing, or quantitative finance more broadly is a strong plus - but not a hard requirement; we will teach you what you need to know

What you\'ll get

You’ll join a culture of collaboration and excellence, where you’ll be surrounded by curious thinkers and creative problem solvers. Motivated by a passion for continuous improvement, you’ll thrive in a supportive, high-performing environment alongside talented colleagues, working collectively to tackle the toughest problems in the financial markets.

In addition, you’ll receive:

• A performance-based bonus structure unmatched anywhere in the industry. We combine our profits across desks, teams and offices into a global profit pool.
• The opportunity to work alongside best-in-class professionals from over 40 different countries.
• 25 paid vacation days and fully paid first-class commuting expenses.
• Training opportunities and discounts on health insurance.
• Extensive office perks, including breakfast and lunch, world-class barista coffee, sports and leisure activities, Friday afternoon drinks, and weekly in-house chair massages.
• Competitive relocation packages and visa sponsorship where necessary for expats.

Who we are:

At Optiver, our mission is to constantly improve the market by injecting liquidity, providing accurate pricing, increasing transparency and acting as a stabilizing force no matter the market conditions. With a focus on continuous improvement, we participate in the safeguarding of healthy and efficient markets for everyone who participates. As one of the largest market making institutions, we are a trusted partner of 70+ exchanges across the globe.

DIVERSITY STATEMENT: Optiver is committed to diversity and inclusion.