Jobs at Optiver

Build and optimize Optiver’s Research Platform, including service orchestration, job scheduling, cluster management, distributed systems, and big-data processing. Develop scalable compute and data platform capabilities in Python and Rust, integrate emerging technologies such as GPU and CUDA tooling, and collaborate with traders, researchers, and engineers to improve large-scale simulations and model training.

Build and improve Optiver’s research platform, including service orchestration, job scheduling, cluster management, big-data processing, and managed compute and data infrastructure. Develop scalable, reliable features in Python and Rust, explore technologies such as GPUs and CUDA, and collaborate with traders, researchers, and engineers on large-scale simulations and model training.

Conduct deep-learning research for price forecasting and build scalable training and inference pipelines. The role involves enhancing open-source deep-learning frameworks, collaborating with researchers and engineers, and developing expertise in trading systems. Candidates need a PhD or equivalent industry experience in machine learning, strong experience with PyTorch, JAX, or TensorFlow, Python programming, and computational research on very large datasets. Experience with accelerators, distributed training, C++, and open-source contributions is preferred.

Build the platforms, workflows, testing frameworks, build systems, and security guardrails enabling autonomous AI agents to execute software development lifecycles safely and efficiently. Responsibilities include provisioning ephemeral development environments, automating code review, evaluating agent behavior, establishing change traceability, integrating engineering context, scaling builds, and partnering with teams to improve developer and agent workflows.

The Middle Office Manager oversees independent controls for trading books, valuation, financial instrument accounting, balance sheet integrity, and P&L reporting. The role identifies and manages emerging risks, partners with traders on position and valuation verification, leads automation initiatives, and develops the Middle Office team. It requires expertise in valuation, market risk, accounting, financial products, data analysis, and control assurance.

Build and operate scalable data platforms supporting trading, research, and analytics. Responsibilities include troubleshooting data quality and availability issues, monitoring ingestion pipelines and market data feeds, onboarding datasets, developing ETL/ELT pipelines and APIs, implementing validation and anomaly detection, managing vendors, and improving platform reliability and observability.

Build and own end-to-end trading systems and workflows, working with traders and researchers. Develop ultra-low-latency execution, research and simulation platforms, routing and exchange connectivity, analytics, and tooling to improve execution and trading performance.

Five-day immersive trading program for final-year European university students. Participants learn options theory, market judgment, risk-reward decision-making, and trading through lectures, simulations, games, mentorship, and trading-floor exposure. Strong performers may receive a full-time Graduate Trader offer. The program includes networking, travel, and hotel accommodation in Amsterdam.

Lead Optiver’s global mobility function, overseeing complex international moves, immigration, tax, employment considerations, governance, vendors, and service delivery. Develop and manage a globally distributed mobility team while partnering with senior leaders, HRBPs, and People teams. Evolve the operating model through scalable processes, technology, AI, automation, data, and continuous improvement, balancing employee experience, business needs, compliance, risk, and operational effectiveness.

Analyze market, order, system, and network data to understand trading-system performance and execution outcomes. Design experiments, develop performance metrics and monitoring tools, identify latency and reliability drivers, and measure production impact. Translate findings into engineering and connectivity priorities while collaborating with traders, software and hardware engineers, infrastructure teams, brokers, and external partners.

Design, develop, support, and maintain proprietary trading systems, tools, and infrastructure. Collaborate with traders, risk analysts, researchers, engineers, and business operations to solve complex problems involving low-latency market systems, financial instrument pricing, real-time data, and system performance. Apply strong computer science fundamentals and engineering practices to build clean, reliable, well-architected software.

Five-day, all-expenses-paid engineering program at Optiver’s Amsterdam headquarters for current students and recent graduates. Participants complete coding sessions, system design workshops, and a collaborative engineering project while learning about high-performance trading systems, AI-assisted development, and software engineering careers. Top performers may receive a direct Graduate Software Engineer offer.

A five-day engineering career program for female-identifying students and recent graduates. Participants develop coding and systems skills through workshops, lectures, AI-assisted development, panels, and networking. The program introduces trading technology and may lead to a Graduate Software Engineer offer. Applicants must study or have graduated in a technical field, demonstrate programming proficiency, attend in person in Amsterdam, and be available to start full-time by February 2028.

Analyze complex trading positions and portfolios, perform stress tests and scenario analyses, develop risk methodologies and analytics, investigate incidents and limit breaches, and communicate actionable risk insights to traders and senior stakeholders. The role partners with quantitative researchers and engineers to improve trading risk tools, systems, processes, and frameworks.

Market Risk Interns receive training in trading principles and risk management, then collaborate with mentors on projects supporting safe trading operations within risk limits. The role requires analytical, problem-solving, communication, planning, organizational, and crisis-management skills. Coding experience in VBA, Python, Matlab, or similar is advantageous. Successful interns may receive an offer for a Graduate Market Risk Analyst position.

Five-day in-person program introducing students graduating in 2029 to quantitative trading and research through technical lectures, skills workshops, networking, and cultural immersion at Optiver’s Amsterdam headquarters. Participants develop quantitative problem-solving skills, explore trading and research career paths, and may receive a fast-tracked internship offer. Accommodation and travel expenses are covered. Applicants must study at a UK, Irish, or European university and have the required visa or travel authorization.

Lead data engineering initiatives for Optiver’s research and trading teams. Design and maintain scalable ETL/ELT pipelines using Spark, Structured Streaming, Databricks, and Delta Lake; productionize research workflows; establish engineering best practices; develop reusable data patterns; collaborate globally; and mentor junior engineers while advancing Lakehouse and DataOps capabilities.

Provide high-level executive support to the Tech COO and Head of Platform Engineering. Responsibilities include calendar and inbox management, international travel coordination, expense processing, meeting logistics, executive communications, document preparation, stakeholder liaison, and oversight of administrative tasks. The role requires strong organization, discretion, adaptability, prioritization, and communication skills in a fast-paced global environment.

Conduct applied quantitative research in global financial markets by analyzing large-scale market and order-flow data, developing predictive, statistical, stochastic, and machine learning models, testing hypotheses, and identifying trading opportunities. Researchers validate models in live market environments and collaborate with engineers and traders. The role includes structured graduate onboarding and requires a PhD in a quantitative STEM field, expected completion by mid-2027.

Conduct IT and information security audits across infrastructure, applications, governance, controls, and trading systems. Plan risk-based engagements, assess controls, document findings, draft reports, advise stakeholders, support broader audits, and improve audit methodologies. Collaborate with global teams and management across multiple offices, with international travel required. The role requires substantial IT audit experience, relevant certifications, strong governance and risk knowledge, and U.S. work authorization without sponsorship.