Optiver’s Futures Trading team is looking for Research Engineers to build our large-scale research infrastructure. This infrastructure will facilitate an active machine learning pipeline for feature engineering, modelling, back-testing, and simulation. Research Engineers collaborate with traders and researchers as thought partners to develop, evaluate, and optimize new pricing features for model training and matching engine algorithms to mirror production behavior. The work of the Research Engineer intersects closely with a homegrown, highly parallelized compute cluster fed by terabytes of data that service the research pipeline as well as the nanosecond-latency trading systems that ultimately monetize them, and so the Research Engineer will consider, influence, and even contribute directly to these other domains.
Technology at Optiver:
At Optiver we pride ourselves on being real engineers, not just coders. Our engineers work closely with traders to identify the business problems we face and determine how they should be solved. We apply a disciplined and scientific approach. We engineer simple, well-architected solutions that meet the dynamic needs of our traders. Our passion is to solve problems which really matter to the business, and we take pride in the quality of our solutions.
Who we are:
Optiver is a tech-driven trading firm and leading global market maker. As one of the oldest market making institutions, we are a trusted partner of 70+ exchanges across the globe. Our mission is to constantly improve the market by injecting liquidity, providing accurate pricing, increasing transparency and acting as a stabilizing force no matter the market conditions. With a focus on continuous improvement, we participate in the safeguarding of healthy and efficient markets for everyone who participates.
Based in ‘The Domain’ neighborhood, Optiver’s Austin office serves as the firm’s innovation nucleus, with a strong focus on quantitative research, software and hardware engineering initiatives. With tech innovation an integral part of our core business, the booming city proved an ideal backdrop for our heavy investment into machine learning, research infrastructure and big data computing. What’s more, with world-class music, food and art scenes, as well as countless scenic outdoor activities, the quality of life for Austin Optiverians is second to none.
What you’ll do:
- Collaborate with senior researchers, traders and technologists to research new ideas, tackle complex problems, and deliver appropriate solutions
- Design, develop, support, and maintain large portions of our research and trading infrastructure
- Establish vision and technical direction for major initiatives
- Contribute to the Optiver stack and our pricing, research and trading models from ideation through to implementation
- Ensure new and existing programs adhere to our coding, architectural, and operational standards
- Develop a deep understanding of trading and exchanges
- Engineer and refine new scientific approaches alongside the deployment of our research platforms and technologies
- Cross technological domains to consider and challenge all dimensions of the problem at hand without fear of artificial silos of information and ownership
What you’ll need:
- Strong engineering instincts and a deep understanding of computer science fundamentals
- Experience in statistical modelling, mathematics or related domains
- An ability to generate research ideas and implement and execute solutions to represent them
- Innovative, big-picture thinking grounded in real-world pragmatism
- A desire to continuously improve in a rapidly evolving environment
- A readiness to set technical direction, promote engineering principles, and do the right thing
- Experience with either C, C++, Python, Linux is preferred
- Experience with GPUs, FPGAs is interesting but by no means essential
- No financial experience is required, but a desire to work for a tier-one market maker that maintains strong relationships with the exchanges we trade on, is.
What you’ll get:
- Work alongside best-in-class professionals from over 40 different countries.
- Performance based bonus structure that is unmatched anywhere in the industry. We combine our profits across desks, teams and offices into a global profit pool fostering a truly collaborative environment to work in.
- Ownership over initiatives that directly solve business problems.
Please note, this is for experienced applications only. If you're interested in graduate and intern positions, please instead apply to our 2024 Graduate Software Engineer or 2024 Software Engineer Intern opportunities.