Quantitative Developer - Pricing Data

Quantitative Developer - Pricing Data Optiver is looking for a Quantitative Developer to join our Pricing Data Group (PDG) in Amsterdam. Pricing Data Group builds and runs the systems that produce the pricing data the trading floor and systematic research desks across the firm depend on, both live and over many years of history. PDG sits at the intersection of pricing automation, quantitative research and data platform engineering. Rather than building infrastructure for others to consume, we build the pricing data products that researchers and traders use directly to develop and deploy new trading strategies. Researchers across the firm build real alpha-generating work on top of what we ship, extending Optiver's trading reach beyond the high-frequency market making the firm is built on, into systematic and longer-horizon strategies. What you'll do: You'll see the engineering decisions you make - about data shape, replay performance, external coverage - land directly in what kinds of research the firm attempts next; You'll work closely with traders, researchers and platform teams to build and run the pricing data systems the firm trades and prices off - both live and across many years of history; PDG owns the production pipelines that compute and serve our core pricing data. This includes: Build and optimize live pricing systems that run continuously throughout the trading day Develop replay frameworks that reproduce production pricing calculations over years of historical ma