Quant jobs / Optiver

Software Engineer – Trading Strategies

A senior engineering role across five trading strategies teams, from ultra-low-latency execution to research and simulation platforms. It sits close to traders and researchers at a market maker's Chicago office.

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 or extend simulation and backtesting infrastructure for strategies
Improve exchange execution behaviour with researchers studying microstructure
Develop trading tools and analytics for options desks
Own routing, pricing and risk checks for retail order flow

What they ask for

Required

Leading complex large-scale engineering projects
Computer science fundamentals
Systems programming in C or C++
Linux and networking
Ownership of outcomes

Education: No degree level stated.
Experience: Experienced engineers, trading background not required
Languages and tools: C
C++
Markets: options, equities

How to prepare

Write a C++ market-data handler and measure latency
Learn Linux networking basics such as sockets and kernel bypass concepts
Study exchange order types and matching rules
Build a simple event-driven backtester

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.