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Quantitative Developer - Pricing Data

Optiver
🇳🇱AmsterdamMediorFull-timePosted July 14, 2026

About the Role

Optiver is looking for a Quantitative Developer to join the Pricing Data Group (PDG) in Amsterdam. PDG builds and runs the systems that produce the pricing data the trading floor and systematic research desks depend on, both live and historically. The role sits at the intersection of pricing automation, quantitative research, and data platform engineering.

  • Build and optimize live pricing systems that run continuously throughout the trading day
  • Develop replay frameworks that reproduce production pricing calculations over years of historical market data
  • Integrate new external datasets into Optiver's pricing ecosystem to expand research capabilities
  • Work closely with traders, researchers, and platform teams to build and run production pricing data systems
  • Join a small, multidisciplinary group that ships across the C++/Python boundary daily, with direct engagement to trading and research consumers

Requirements

  • Strong engineering instincts and a solid grounding in computer-science fundamentals
  • Productive in either C++ or Python, comfortable working in the other, and able to move fluidly between systems-level code and orchestration / ETL code
  • Comfortable designing distributed data systems and understanding trade-offs around throughput, schema evolution and historical replay
  • Pragmatic about delivery: able to spot the "good enough" path through a complex domain while keeping a clear-eyed view of where the right long-term investment is
  • Operational mindset - you reach for monitoring, validation, and data-quality checks instinctively rather than treating them as someone else's problem
  • A collaborator who can work with traders, researchers, and other engineering teams to turn ambiguous requirements into production systems
  • Experience with data platforms (e.g. Delta Lake), cloud infrastructure or large-scale data engineering 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

  • Performance-based bonus structure, combining profits across desks, teams and offices into a global profit pool
  • The opportunity to work alongside best-in-class professionals from over 40 different countries
  • 25 paid vacation days
  • Fully paid first-class commuting expenses
  • Training opportunities
  • Discounts on health insurance
  • Extensive office perks, including breakfast and lunch, world-class barista coffee, sports and leisure activities, Friday afternoon drinks, and weekly in-house chair massages
  • Competitive relocation packages and visa sponsorship where necessary for expats