Quant jobs / Optiver

Quantitative Developer – Pricing Data

A developer role building the live and historical pricing data that traders and researchers rely on. It sits in a pricing data group straddling automation, research and data platforms, supporting longer-horizon systematic strategies.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Build and tune live pricing systems that run all trading day
Develop replay tools that reproduce pricing over years of history
Onboard external datasets into the pricing ecosystem
Add monitoring and data-quality checks to production pipelines

What they ask for

Required

Computer science fundamentals
C++ or Python proficiency
Distributed data system design
Throughput and schema evolution trade-offs
Operational mindset
Working with traders and researchers

Preferred

Delta Lake or similar data platforms
Cloud infrastructure
Interest in derivatives pricing

Education: No degree level stated.
Experience: Experienced engineer; years not stated
Languages and tools: C++
Python

How to prepare

Build a replay system that reruns a simple pricing calculation over stored data
Learn schema evolution and versioning for large datasets
Practise moving between C++ and Python in one project
Study how option pricing inputs such as rates and dividends are sourced

What to study

The HFT Quant Developer roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Optiver’s site before applying: requirements, location and pay can change after we check them.

View the posting on Optiver’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Optiver and doesn’t handle applications.