Quantitative Developer - Pricing Data
Optiver , Amsterdam, North Holland, Netherlands +1
The role
Optiver is looking for a Quantitative Developer to join our Pricing Data Group (PDG) in Amsterdam. Pricing Data Group builds and runs the systems that produce the pricing data the trading floor and systematic research desks across the firm depend on, both live and over many years of history. PDG sits at the intersection of pricing automation, quantitative research and data platform engineering. Rather than building infrastructure for others to consume, we build the pricing data products that researchers and traders use directly to develop and deploy new trading strategies.
Researchers across the firm build real alpha-generating work on top of what we ship, extending Optiver's trading reach beyond the high-frequency market making the firm is built on, into systematic and longer-horizon strategies.
What you will do
- You'll see the engineering decisions you make - about data shape, replay performance, external coverage - land directly in what kinds of research the firm attempts next;