Software engineer - Real-Time Pricing
Optiver
- Location
- Amsterdam, North Holland, Netherlands
- Work model
- On-Site
- Level
- Mid
- Posted
- 5h ago
Skills
About this role
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
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