Quantitative Developer - Pricing Data in Aemstelredamme, Nederland

Optiver is looking for a Quantitative Developer to join our Pricing Data Group (PDG) in Amsterdam. The PDG 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. It 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 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’ll do

• You’ll help make engineering decisions that impact research and strategy development.
• You’ll work closely with traders, researchers and platform teams to build and run the pricing data systems the firm trades and prices from, both live and from historical archives.
• You’ll own the production pipelines that compute and serve our core pricing data, including:

• Build and optimize live pricing systems that run continuously during the trading day.
• Develop replay frameworks that reproduce production pricing calculations over years of historical market data.
• Integrate new external data sets into Optiver’s pricing ecosystem to expand research capabilities.

You’ll join a small, multidisciplinary group that ships across the C++/Python boundary daily, with a direct line to the trading and research consumers of your work.

Who you are

• 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.
• Experience with data platforms (e.g., Delta Lake), cloud infrastructure or large‑scale data engineering is a plus.
• 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—monitoring, validation, and data‑quality checks come naturally.
• A collaborator who can work with traders, researchers and other engineering teams to turn ambiguous requirements into production systems.
• Interest in systematic trading, derivatives pricing, or quantitative finance is a strong plus, but not a hard requirement; we will teach you what you need to know.

What you’ll get

• A performance‑based bonus structure unmatched in the industry.
• The opportunity to work alongside best‑in‑class professionals from over 40 different countries.
• 25 paid vacation days and fully paid first‑class commuting expenses.
• Training opportunities and 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.