Quantitative Developer - Pricing Data

Over de vacature

Overview

In this role you build and maintain pricing data systems used by traders and researchers across Optiver. You work at the intersection of pricing automation, quantitative research, and data platform engineering, delivering data products that enable new trading strategies. You will collaborate with traders, researchers, and platform teams to run live pricing pipelines and reproduce pricing over many years of history. This is a hands-on, impact-oriented role in a small multidisciplinary group that ships across C++/Python boundaries, with a strong emphasis on data quality, throughput, and long-term replay.

Arbeidsvoorwaarden / Benefits

• performance-based bonus
• global collaboration across 40+ countries
• 25 paid vacation days
• fully paid first-class commuting expenses
• training opportunities
• health insurance discounts

Verantwoordelijkheden

• Build and optimize live pricing systems that run continuously during the trading day
• Develop replay frameworks to reproduce production pricing calculations over years of historical data
• Integrate new external datasets into Optiver's pricing ecosystem to extend research capabilities
• Own production pipelines that compute and serve core pricing data
• Collaborate with traders, researchers and platform teams to deploy production systems
• Balance system throughput, schema evolution, and historical replay considerations
• Operate with an emphasis on monitoring, validation, and data quality

Belangrijkste vereisten

• Strong engineering fundamentals in computer science

• Proficiency in either C++ or Python and ability to work across the other language

• Experience designing distributed data systems and understanding throughput, schema evolution, and historical replay

• Exposure to data platforms (e.g., Delta Lake), cloud infrastructure, or large-scale data engineering is a plus

• Pragmatic delivery mindset and ability to navigate complex domains

• Collaborative with traders, researchers and other engineering teams

• Collaborative mindset

• Pragmatism

• Ability to turn ambiguous requirements into production systems

• C++

• Python

• ETL/ orchestration code

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