Job description

Optiver is seeking Software Engineers specializing in the US cash equities and US ETF markets to help lead our continued rapid growth across cash equities. Our Software Engineers lead large technical projects, help set the direction for our trading infrastructure, and leverage technology to enable business success. Our cash equities engineering team is building out systems that must ingest and react to market data feeds from major US exchanges in microseconds or less, efficiently price and hedge positions of single stocks and ETFs and execute orders with extremely low error tolerance. We continually refine, store, and analyze terabytes of data produced by market activity and our trading systems. Our user interfaces must present coherent, responsive real-time visualizations of market activity and system performance while providing intuitive control of a highly complex system. Our core systems must provide a stable, performant, and trusted foundation on which our systems are built. What you’ll do: In this role you will be building out functionality across simulation, research, and production systems. Specifically, you will: Help establish the vision and technical direction for major cash equities trading initiatives Design, develop, support, and maintain large portions of our low-latency equities trading infrastructure, including order management systems (OMS) and execution management systems (EMS) Contribute to our pricing, research and trading models that power our market-making and proprietary trading strategies in US equities and US ETFs Develop a deep understanding of exchange-specific protocols, order book dynamics and exchanges connectivity Optimize data processing pipelines to handle market data from multiple exchanges at scale while continuously improving execution speed and system performance Work closely with FPGA engineers to leverage hardware acceleration for ultra-low-latency execution and explore novel ways to integrate FPGAs with software-driven trading infrastructure Collaborate deeply with traders, engineers, and researchers to help us evolve our execution logic and market impact models 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. What you’ll get: You’ll join a culture of collaboration and excellence, where you’ll be surrounded by curious thinkers and creative problem solvers. Motivated by a passion for continuous improvement, you’ll thrive in a supportive, high-performing environment alongside talented colleagues, working collectively to tackle the toughest problems in the financial markets. In addition, you’ll receive: The opportunity to work alongside best-in-class professionals from over 40 different countries Ownership over initiatives that directly solve business problems 401(k) match up to 50% and fully paid health insurance 25 paid vacation days alongside market holidays Extensive office perks, including breakfast, lunch and snacks, regular social events, clubs, sporting leagues and more Who you are: Familiarity with the market microstructure of the US Equities and/or US ETF markets Strong engineering instincts and a deep understanding of computer science fundamentals Programming experience across C++ or C with other object-orientated languages also considered Experience building low-latency trading systems on a large scale including across market data ingestion, order routing and execution performance Experience with exchange connectivity, order matching, and execution logic for major venues Experience optimizing high-throughput systems that must process and react in real-time to streams of market data Familiarity with building and integrating FPGA-assisted trading systems Innovative, big-picture thinking grounded in real-world pragmatism Readiness to set technical direction, promote strong engineering principles and continuously seek ways to refine and optimize systems in a fast-moving, ever evolving environment You can spot opportunities to enhance performance, efficiency, and maintainability Who we are: At Optiver, our mission is to improve the market by injecting liquidity, providing accurate pricing, increasing transparency and stabilizing the market no matter the conditions. With a focus on continuous improvement, we prioritize safeguarding the health and efficiency of the markets for all participants. As one of the largest market making institutions, we are a respected partner on 100+ exchanges across the globe. Our differences are our edge. Optiver does not discriminate on the basis of race, religion, color, sex, gender identity, sexual orientation, age, physical or mental disability, or other legally protected characteristics. Below is the expected base salary for this position. This position will also be eligible for a discretionary bonus and Optiver’s benefits package with the benefits listed above. Base Salary Range $200,000 — $200,000 USD

Requirements

Must-haves

In this role you will be building out functionality across simulation, research, and production systems. Specifically, you will:
Help establish the vision and technical direction for major cash equities trading initiatives
Design, develop, support, and maintain large portions of our low-latency equities trading infrastructure, including order management systems (OMS) and execution management systems (EMS)
Contribute to our pricing, research and trading models that power our market-making and proprietary trading strategies in US equities and US ETFs
Develop a deep understanding of exchange-specific protocols, order book dynamics and exchanges connectivity
Optimize data processing pipelines to handle market data from multiple exchanges at scale while continuously improving execution speed and system performance
Work closely with FPGA engineers to leverage hardware acceleration for ultra-low-latency execution and explore novel ways to integrate FPGAs with software-driven trading infrastructure
Collaborate deeply with traders, engineers, and researchers to help us evolve our execution logic and market impact models
The opportunity to work alongside best-in-class professionals from over 40 different countries
Ownership over initiatives that directly solve business problems
25 paid vacation days alongside market holidays
Extensive office perks, including breakfast, lunch and snacks, regular social events, clubs, sporting leagues and more
Familiarity with the market microstructure of the US Equities and/or US ETF markets
Strong engineering instincts and a deep understanding of computer science fundamentals
Programming experience across C++ or C with other object-orientated languages also considered
Experience building low-latency trading systems on a large scale including across market data ingestion, order routing and execution performance
Experience with exchange connectivity, order matching, and execution logic for major venues
Experience optimizing high-throughput systems that must process and react in real-time to streams of market data
Familiarity with building and integrating FPGA-assisted trading systems
Innovative, big-picture thinking grounded in real-world pragmatism
Readiness to set technical direction, promote strong engineering principles and continuously seek ways to refine and optimize systems in a fast-moving, ever evolving environment
You can spot opportunities to enhance performance, efficiency, and maintainability

Nice-to-haves

None flagged.

Application prep

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Keywords to mirror

react

Platform: greenhouse
Effort: quick

Benefits

Benefits detected in the listing.

Health Insurance

Vision

401(K)