Graduate Software Engineer (2027 Start)
Your onboarding
In the first eight weeks, you will participate in Optiver’s comprehensive onboarding program.
Responsibilities
- Deep dive into trading fundamentals, from theoretical concepts to financial markets, strategies, AI-enabled tools and cutting-edge technology.
- Collaborate closely with best-in-class engineers, traders, and business teams to develop simple, well-architected solutions that meet the needs of our business.
- Tackle complex, real-world problems to enhance your critical thinking and problem-solving skills.
- Push your limits and accelerate your growth in a fascinating and high-performing environment.
What you’ll get
- The opportunity to work alongside best-in-class professionals from over 40 different countries
- A highly competitive compensation package
- A global profit-sharing pool and performance-based bonus structure
- A 401(k) match up to 50%
- Comprehensive health, mental, dental, vision, disability, and life coverage
- 25 paid vacation days alongside market holidays
- Extensive office perks, including breakfast, lunch and snacks, regular social events, clubs, sporting leagues and more
Who you are:
- A student pursuing a bachelor’s, master’s, or PhD in Computer Science or Computer Engineering
- On track to graduate between December 2026 to June 2027
- Passionate for writing clean code, well-architected systems, and continuous improvement
- Proficient in coding languages such as C++, Python, or Java
- A student with strong engineering instincts and a solid understanding of computer science fundamentals
- Driven by an entrepreneurial mindset and curious about how tech powers the financial industry
- A natural problem-solver with a sharp, analytical approach to tackling challenges
- A collaborative teammate comfortable working with developers, traders and business teams
Who we are:
Optiver is a leading technology- and research-driven trading firm. Our teams of scientists, engineers, mathematicians, and traders work side by side to develop, test, and scale ideas that shape how we understand and trade global markets. Powered by a global platform built for rapid experimentation and iteration, we combine the scientific rigor of a research institution with the pace of a technology company.
About the role
Optiver is building with cutting edge AI technology in the most competitive, data rich landscapes in the world: financial markets. That means no two days are the same, and every day brings new, exciting technical challenges to solve.
Qualifications
- A student pursuing a bachelor’s, master’s, or PhD in Computer Science or Computer Engineering
- On track to graduate between December 2026 to June 2027
- Passionate for writing clean code, well-architected systems, and continuous improvement
- Proficient in coding languages such as C++, Python, or Java
- A student with strong engineering instincts and a solid understanding of computer science fundamentals
- Driven by an entrepreneurial mindset and curious about how tech powers the financial industry
- A natural problem-solver with a sharp, analytical approach to tackling challenges
- A collaborative teammate comfortable working with developers, traders and business teams
Skills
- Strong programming skills in C++, Python, or Java
- Experience with AI and machine learning technologies
- Understanding of financial markets and trading strategies
- Excellent communication and teamwork skills
Benefits
- Comprehensive health, mental, dental, vision, disability, and life coverage
- 25 paid vacation days alongside market holidays
- Extensive office perks, including breakfast, lunch and snacks, regular social events, clubs, sporting leagues and more
Schedule
Full-time, 40 hours per week.
Pay
This is a good-faith estimate of the base pay scale for this position and offers will ultimately be determined based on experience, education, skill set, and performance in the interview process. This position will also be eligible for a discretionary bonus (if determined by Optiver) and Optiver’s benefits package with the benefits listed above.