Software Developer – Quantitative Research

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Optiver's Quantitative Research team is looking to add developers. This team drives option pricing, helps evolve trading strategies, and explores quantitative elements of new business initiatives. By operating within our Automated Trading Systems group, Quantitative Research can see their ideas quickly applied in our trading systems, enabling them to take rapid, iterative steps to improve the markets. Researchers and developers on this team work together closely with our traders to find solutions which bring further order and symmetry to the markets, test those solutions with Optiver's historical pricing parameters and market data, and then modify various parts of our trading system to allow traders to see these experimental models operate in the real world.

Who we are:
Optiver is a proprietary global market maker, trading on major financial markets around the world. We opened our first office in Amsterdam and now have locations in Chicago, Shanghai, and Sydney. We employ over 900 highly educated professionals worldwide who are continuously improving the way we work and striving for excellence in everything we do. Being good is not good enough, and it is every employee’s responsibility to make our company better. Founded in 1986, Optiver has been profitable every year of its existence.

What you'll do:
•   Design, develop, maintain, and support our option pricing and parameter infrastructure. These systems allow trading to control volatility surfaces, yield curves, pricing parameters and a variety of financial models.
•   Develop a deep understanding of options pricing and trading theory.
•   Works closely with researchers and traders to discuss, test, and implement ideas. This involves everything from rapid UI prototyping to rigorous testing of pricing models to designing backend services.
•   Liaise and share ideas and best practices with research teams in our other offices.
•   Consistently ship bug-free software.

What you'll need:
•   Software development experience programming in C, C++, Java, or C#.
•   A strong mathematical foundation.
•   A creative mind which explores all possibilities when solving a problem.
•   An understanding of how to collect and parse data to guide your decision making process.
•   A high level of attention to detail satisfied with nothing less than perfection.
•   Legal authorization to work in the U.S. is required; we will not sponsor individuals for employment authorization for this job opening.

What you'll get:
25 days paid vacation; paid commuting expenses up to the maximum allowable amount; attractive bonus structure; training opportunities; generous 401K company match; fully paid health insurance premiums; breakfast, lunch, snacks and beverages provided daily; weekly in-house chair massages; casual dress; game room and more!

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Location

130 E. Randolph Street, Chicago, IL 60601

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