Senior Performance Researcher
OptiverAbout the Role
Optiver is looking for an experienced performance researcher to join its Shanghai office. As a Performance Researcher, you will improve trading execution by studying the end-to-end path from exchange market data, through low-latency trading systems, network and carrier infrastructure, and broker systems, to exchange responses and fills.
- Combine quantitative analysis, systems knowledge, and experimentation to understand complex system behavior and improve real execution outcomes.
- Analyze large-scale market, order, system, and network data to reconstruct the full order lifecycle and identify factors affecting latency, reliability, order responses, and fill outcomes.
- Develop hypotheses and design experiments; use black-box analysis and partial or indirect observations to understand complex systems with limited observability.
- Build analyses, prototypes, performance metrics, and monitoring tools, and measure the production impact of changes.
- Translate findings into engineering and connectivity priorities, working closely with traders, software and hardware engineers, network and infrastructure teams, brokers, and other external partners.
Responsibilities
- Combine quantitative analysis, systems knowledge, and experimentation to understand complex system behavior and improve real execution outcomes.
- Analyze large-scale market, order, system, and network data to reconstruct the full order lifecycle and identify factors affecting latency, reliability, order responses, and fill outcomes.
- Develop hypotheses and design experiments; use black-box analysis and partial or indirect observations to understand complex systems with limited observability.
- Build analyses, prototypes, performance metrics, and monitoring tools, and measure the production impact of changes.
- Translate findings into engineering and connectivity priorities, working closely with traders, software and hardware engineers, network and infrastructure teams, brokers, and other external partners.
Requirements
- Strong scientific and critical-thinking skills, with a rigorous approach to measurement, experimentation, and data interpretation.
- Deep expertise in at least one of: low-latency or electronic trading systems and exchange connectivity; broker or exchange technology, including trading gateways, market data, or core trading systems; Linux, computer architecture, or system-level performance; high-performance networking, telecom carriers, or low-latency connectivity.
- Strong understanding of networking fundamentals such as TCP/UDP, multicast, packet-level behavior, kernel-bypass technologies, etc.
- Strong Python and data-analysis skills, with experience analysing event, time-series, system-log, or network data.
- Able to reason from partial or noisy data, form testable hypotheses, and infer system behavior from limited observations.
- Able to work autonomously, communicate complex findings clearly, and prioritize practical impact.
- Experience with Chinese exchanges, broker infrastructure, trading-system vendors, or carrier networks is highly valued.
- Experienced performance researcher.
What You'll Get
- Training, mentorship and personal development opportunities
- Competitive compensation package, office breakfast, lunch, snacks etc.
- Sponsored gym membership, sports and leisure activities, plus weekly in-house chair massages
- Regular social events, clubs and Friday afternoon drinks