- Students graduating in 2028 or later.
- Foundations in Machine Learning, including optimisation and deep learning concepts.
- Hands-on experience with deep learning frameworks such as PyTorch, JAX, or similar.
- Interested in building scalable and reproducible machine learning pipelines, including data preprocessing, training, evaluation, and experiment tracking.
- Natural problem solvers who love tackling a complex technical challenge.
- Team players who thrive in collaborative environments and are eager to learn, iterate, and improve.
- Interested in the trading / quantitative finance industry (prior finance knowledge is not required).
Optional
- Ability to identify and reason compute and performance bottlenecks, using profiling, benchmarking, and systematic analysis to improve training efficiency.
- Experience with distributed training or GPU acceleration is a plus.
- Familiarity with experiment management tools (e.g. MLflow, Weights & Biases) or workflow orchestration is a plus.
How to apply
Don’t miss your chance to accelerate your career and thrive on one of the most dynamic trading floors in mainland China. Apply now via the form below.
In your application, please submit the following materials in English
- Resume
- Cover letter (optional)
Questions? Please email chinacareers@optiver.com.au.
We accept one application per role per year. If you have previously applied to this position during this season and have been unsuccessful, you can re-apply when the next recruitment season begins in 2027.
Diversity statement
Optiver is committed to diversity and inclusion. We encourage applications from candidates of all backgrounds, and welcome requests for reasonable adjustments during the process.
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Optiver 重视个人信息的保护。请您在提供个人信息给我们之前,认真阅读Optiver China Privacy Notice, 了解我们如何收集及处理您的个人信息。
Personal information protection is of utmost importance to Optiver. Before you provide any personal information to us, we strongly urge you to read our Privacy Policy to acknowledge how we collect and process your personal information.