Optiver: what they're hiring for, and what it says

180 open roles · counts as of 02 August 2026 · strategic reading from 132 postings, 2026-07-30

Open roles

180

Posted last 90 days

215

Hiring pace

—

Closing within 14 days

—

Where the hiring is

See all 180 Optiver roles, scored against your CV →

What Optiver is building

Optiver is in a broad, multi-year expansion that looks less like routine market-maker hiring and more like a deliberate widening of both the strategy set and the geographic machine that supports it. Corpus momentum is extreme: roughly 147 new postings against 15 closures over twelve months, a net +132 active roles, median lifetime of only four days, and essentially no stale inventory open beyond ninety days. Technology dominates headcount demand (about 85 roles) but is tightly coupled to Trading (33) and Quantitative Research & Machine Learning (14), which is the signature of a firm that still prices risk itself rather than outsourcing edge to vendor platforms. The United States (47), China (24), the Netherlands (23) and Australia (22) are the four primary magnets, with Singapore, Taiwan, London and Mumbai as secondary nodes. For a quant or trader, the read is clear: Optiver is buying people who can stand up or scale live businesses now, not just maintain a mature index-options franchise.

On the strategy side, three interlocking books define the growth agenda. First, high-frequency and systematic trading is being industrialised around machine learning. Parallel Quantitative Researcher – HFT Futures/Equities mandates in Austin, Chicago and New York describe fully automated ML-powered strategies with end-to-end ownership of research and execution; Systematic Options Trading and Systematic Volatility Trading in Chicago push the same automation into options and vol surfaces that historically relied more on human market makers. Second, Shanghai is being built as a multi-strategy equities and derivatives hub: Senior Statarb PM/QR for equity medium-frequency statistical arbitrage, Senior QR for Delta One equities, Senior PM/QR for intraday systematic strategies, Options QR, Experienced Options Trader on onshore commodities, and Experienced Commodity Trader. Third, the institutional franchise is being thickened—US Options, ETF and Cash Equity Sales Traders in New York, Institutional Traders in Chicago, Amsterdam and London, plus a surprising cluster of SSO Floor Trader seats in Chicago, New York, Philadelphia and Miami that re-anchor electronic desks to pit liquidity, DPM/LMM structures and broker networks. Net: Optiver wants both more automated alpha and more human distribution, not one or the other.

Geography reinforces that dual agenda. Amsterdam remains the rates and core-engineering centre—US Treasuries Trader, German Bunds volatility trader, dense Linux/SRE/Production/Network hiring, real-time pricing and pricing-data quantitative developers, and firm-wide AI Engineer and Principal Data Engineer seats. The US triangle of Chicago–New York–Austin concentrates HFT research, systematic options, institutional sales, floor coverage, ML performance engineering, FPGA, Research Platform (ORP), credit greenfield engineering, and even RF systems. Sydney is the APAC product and critical-engineering hub—positional and technical options, ETFs, equities algo C++, FPGA and network, data leadership, and exotic options quant capacity. Shanghai absorbs the deepest mixed stack of PM/QR, AI leadership, ML modelling, options platform engineers and production/network/datacenter roles. Singapore adds crypto options for the Asia session, commodity options, C++ and datacenter; Taipei adds TXO-focused options and quant trading internship/Career Kickstarter paths; Mumbai is pure infrastructure scale (network and datacenter); London covers institutional flow, reference data and digital-assets cloud tenancy.

Technology and infrastructure hiring reveal what must be true underneath those desks. FPGA is no longer a specialist niche: five cities hire experienced FPGA engineers at once, backed by 2027 graduate and intern FPGA pipelines, which only makes sense if exchange-facing tick-to-trade paths are being rewritten in hardware globally. Adjacent to that, the RF System Engineer in Austin and the recently active hardware research/development cluster (software for custom hardware, quantitative hardware research) point at continued investment in private wireless and component-level understanding of the trading path—classic low-latency arms-race behaviour. Bare-metal Linux, on-prem Kubernetes, low-latency network engineering, production SRE and trading-operations engineering across Amsterdam, Sydney, Shanghai and Chicago indicate the firm still runs performance-critical estates itself rather than retreating fully into public cloud. At the same time, Cloud Infrastructure Engineer - Digital Assets and broad security/M365/enterprise support hiring show selective cloud adoption where 24/7 digital-asset and enterprise workloads justify it. ORP roles in Austin and Shanghai productise large-scale simulation and model training so research is no longer a collection of desk-local scripts. Real-time pricing platforms that must reprice millions of derivatives across 70+ exchanges and the Pricing Data Group sit at the junction of quant research and production reliability.

What the postings give away

Moves that break from what Optiver has done before — visible in what it is advertising for, usually before it is announced anywhere. Each links to the postings it rests on, so you can check the reading rather than take it.

Where the buildout is concentrated

How to approach them

Lead with evidence you have shipped alpha or low-latency systems in live markets, not generic ML credentials. Best doors for quant/trading profiles: HFT Futures/Equities QR in Austin/Chicago/NY, Systematic Options / SVT in Chicago, Shanghai equity MFS/Delta-One/intraday PM-QR seats, Options QR Shanghai, and Digital Assets crypto options in Singapore if you have vol books. Mention FPGA/RF co-design, production inference under tight latency, or prior credit/rates microstructure if relevant to Credit QE or UST/Bund seats. Median posting life is ~4 days and repost rate ~21%, so apply fast, name the desk in your first paragraph, and bring one concrete PnL or sharpe-improvement story tied to automation or research-to-production.

• Median posting lifetime ~4 days and 0% of active roles open >90d imply very fast close-or-refresh cycles; delay kills candidacy.
• Repost rate ~21% suggests recurring hard-to-fill needs especially in senior eng, FPGA, and specialised trading—candidates with exact desk fit hold leverage.
• Parallel identical HFT QR postings in Austin, Chicago and New York and multi-city FPGA/SSO floor clusters indicate coordinated surge hiring, not casual pipeline building.
• Greenfield language on credit, digital assets, Shanghai MFS and SVT usually means elevated comp flexibility and faster mandate ownership for early joiners.

What Optiver discloses on pay

50 of 180 open roles state a salary band. Medians are of advertised base ranges — not total compensation, which at a firm like this is substantially bonus.

A sample of open roles

Six of 180, spread across the firm and weighted to experienced roles rather than the six most recent. You apply at Optiver directly.

See the other 174 roles at Optiver, each scored against your CV →

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