8 systems engineer jobs found in New York

At Optiver we pride ourselves on being real engineers, not just coders. Our engineers work closely with traders to identify the business problems we face and determine how they should be solved. We apply a disciplined and scientific approach. We engineer simple, well-architected solutions that meet the dynamic needs of our traders. Our passion is to solve problems which really matter to the business, and we take pride in the quality of our solutions. Hardware Engineers at Optiver build hardware-based trading systems ranging from low latency algorithms to high bandwidth computation. They are responsible for owning all aspects of the development process from ideation to implementation creating bespoke solutions to our complex trading problems. Their systems have little room for failure which add to the stability of the market, not detract from it. Working in close collaboration with software engineers and traders, hardware engineers deeply understand our trading problems and create...

Optiver is looking for Software Engineers to join our High-Frequency Trading (HFT) team in New York City. Our HFT team is comprised of software engineers and researchers who design, improve and execute fully automated trading strategies using machine learning. As a software engineer, you’ll work on complex technical projects, help shape the direction of our trading infrastructure, and work closely with teams to share knowledge and drive technical progress. Our software engineers work on some of the most challenging algorithmic problems in the world. The team owns the problem end to end, from data to simulation to the execution of orders in production. The system is built to be robust, enabling research at scale while running complex machine learning models with low latency across thousands of financial instruments. What you’ll do Partner deeply with researchers to solve complex, high-value business problems specific to our equity and ETF systems Build and maintain...

Optiver is a seeking a Machine Learning Research Engineer to join our team, focusing on a pivotal AI initiative.  This role would offer the opportunity to have significant impact across Machine Learning infrastructure, training, and inference challenges to advance our futures trading strategies. What you'll do: Conduct innovative research on deep learning for price forecasting  Build scalable and robust training and inference pipelines for deep learning Dive into internals of open-source deep learning frameworks and enhance their functionality Collaborate closely with researchers and other engineers Develop an in-depth understanding of trading systems What you’ll get: You’ll join a culture of collaboration and excellence, surrounded by curious thinkers and creative problem-solvers. Motivated by a passion for continuous improvement, you’ll thrive in a supportive, high-performing environment alongside talented colleagues, collectively tackling some of the...

Optiver is a leading global market maker, powered by technology, rigorous research, and deep collaboration. As markets grow more data-driven and competitive, our ability to ingest, model, and deliver high-quality data at scale is fundamental to maintaining our trading edge. We’re looking for a Data Engineer to join our Global Data Engineering team in New York City, with a dedicated focus on supporting our Credit Trading team and advancing our ETF and portfolio-based systematic strategies. You’ll play a key role in building the data solutions that fuel both real-time trading and long-term research, working across the full data lifecycle, from discovery to derivation and validation, for datasets used in research and production systems. What you’ll do As Data Engineer, your key responsibilities include: Create novel analytics and frameworks to research and analyze trade-offs between different sources of returns, flow, and risk Quantify market drivers with our...

Optiver is a seeking a Machine Learning Performance Engineer to join our team, focusing on a pivotal AI initiative. This role would offer the opportunity to have significant impact across Machine Learning infrastructure, training, and inference challenges to advance our futures trading strategies. What you'll do: Build scalable and robust training and inference pipelines for deep learning Dive into internals of open-source deep learning frameworks and enhance their functionality Identify and eliminate performance bottlenecks Collaborate closely with researchers and other engineers Develop an in-depth understanding of trading systems What you’ll get: You’ll join a culture of collaboration and excellence, surrounded by curious thinkers and creative problem-solvers. Motivated by a passion for continuous improvement, you’ll thrive in a supportive, high-performing environment alongside talented colleagues, collectively tackling some of the toughest challenges in...

Optiver is seeking Software Engineers specializing in the US cash equities and US ETF markets to help lead our continued rapid growth across cash equities. Our Software Engineers lead large technical projects, help set the direction for our trading infrastructure, and leverage technology to enable business success. Our cash equities engineering team is building out systems that must ingest and react to market data feeds from major US exchanges in microseconds or less, efficiently price and hedge positions of single stocks and ETFs and execute orders with extremely low error tolerance. We continually refine, store, and analyze terabytes of data produced by market activity and our trading systems. Our user interfaces must present coherent, responsive real-time visualizations of market activity and system performance while providing intuitive control of a highly complex system. Our core systems must provide a stable, performant, and trusted foundation on which our systems are built....

We are seeking a Quantitative Strategist to develop alpha models for credit derivative products (e.g., single-name CDS, CDS Index, Index Options) and their interactions with bonds, ETFs, equities, and rates. This research-intensive role focuses on predictive signals across intraday to multi-day horizons, with the opportunity to expand our alpha framework and directly influence trading strategies across credit and cross-asset markets. What you’ll do As a quantitative strategist, your key responsibilities include: •    Alpha Research: Research and develop short- and medium-horizon alpha models for credit derivative products. •    Microstructure Modeling: Analyze RFQ dynamics, flows, and liquidity patterns to identify market microstructure inefficiencies that can be systematically captured. •    Cross-Asset Signal Development: Build predictive signals linking credit indices with ETFs, equities, and futures, focusing on relationships across risk transfer markets. •    Framework...

We are seeking a Quantitative Strategist to develop alpha models in the credit space, with a focus on bond products (e.g., single bonds, ETFs) and their interactions with CDS, equities, and index instruments. In this research-driven role, you will design and implement predictive models across short- to medium-term horizons, directly shaping trading strategies and driving the future growth of our Credit business. What you’ll do As a quantitative strategist, your key responsibilities include: •    Alpha Research: Research and develop short- and medium-horizon alpha models for credit indices, ETFs, single bonds, and CDS. •    Microstructure Modeling: Analyze RFQ dynamics, flows, and liquidity patterns to identify market microstructure inefficiencies that can be systematically captured. •    Cross-Asset Signal Development: Build predictive signals linking credit indices with ETFs, equities, and futures, focusing on relationships across risk transfer markets. •    Framework...