Quant jobs / Optiver
Software Engineer (C++) – Derivatives
A developer role in an options positional trading team, turning traders' and researchers' ideas into live trading software. It sits tightly integrated with the desk in Sydney, trading Asian markets.
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 trading logic and tools with derivatives traders and researchers
- Contribute to a distributed derivatives trading platform
- Ship and monitor changes to production, sometimes same-day
- Write fast data processing for strategy inputs
What they ask for
Required
- 2+ years as a software engineer
- Distributed, low-latency or backend systems
- Object-oriented C++, Java or C#
- Operating systems, data structures and algorithms
- Willingness to use C++ and Python
- Education
- No degree level stated.
- Experience
- At least 2 years as a software engineer on distributed, low-latency or backend systems
- Languages and tools
- Markets
- options
How to prepare
- Practise modern C++ and data-structure problems
- Learn the basics of options pricing and Greeks
- Build a small trading simulator in C++ with Python analysis
- Study Asian exchange microstructure at a high level
What to study
- Modern C++ for Quantitative Finance
- Derivatives Pricing and Computational Finance
- Trading Systems and Low-Latency Infrastructure
- Python for Quantitative Finance
The HFT Quant Developer roadmap sets out the stages for this kind of role, with free resources for each.
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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.
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