Quant jobs / Optiver

Software Engineer – Real-Time Pricing

An engineering role on the platform that prices millions of listed derivative contracts in real time. It sits in a market maker's pricing systems team working with traders and researchers.

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.

Speed up low-latency data processing in the pricing platform
Scale the large compute jobs that produce pricing datasets
Keep pricing data consistent across several data centres
Automate releases so model changes reach production faster

What they ask for

Required

Large-scale distributed or real-time systems
Strong software engineering fundamentals
Reliable production code
Working with traders and researchers

Preferred

C++
Interest in derivatives pricing or systematic trading

Education: No degree level stated.
Experience: Experience building distributed or real-time systems; years not stated
Languages and tools: C++
Markets: options, futures

How to prepare

Learn the basics of how listed options and futures are priced
Build a small low-latency pipeline and profile its bottlenecks
Study consistency and replication in distributed data systems
Brush up modern C++ and concurrency

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.