Quantitative Research Internship PhD Summer 2028
Optiver is a global technology- and research-driven proprietary trading firm and market maker providing liquidity across financial markets, including through an active 24/7 Digital Assets desk.
About Optiver
Founded in Amsterdam in 1986, Optiver uses its own capital, quantitative research and proprietary technology to continuously quote, price and trade financial instruments across global markets. Its activities include listed derivatives, cash equities, ETFs, bonds, foreign currencies and digital assets; its Digital Assets desk operates crypto options market-making strategies across major venues with follow-the-sun coverage.
Skills
Candidate Availability
Required and preferred rules are kept separate and reflect the wording in the original posting.
About the Role
You will work with researchers and traders on projects that improve trading systems and pricing models. You will analyze high-frequency market data, implement algorithms, develop risk and portfolio optimization tools, test system changes, and keep current with new models and technologies.
Requirements
- PhD student graduating in 2029
- Major in a highly quantitative field
- Knowledge of probability and statistics
- Machine learning and time-series analysis experience
- Programming experience in C, C++, Python, Java, or another language
- Large dataset experience
- Interest in trading or quantitative finance
Responsibilities
- Analyze data to implement algorithms that improve existing models
- Develop risk management and portfolio optimization tools
- Work with low-latency, high-frequency market datasets
- Test and drive trading-system changes with developers
- Keep current with developments in models and technologies
Benefits
- Bonus structure
- Additional leave entitlements
- Daily breakfast, lunch, and snacks
- Gym membership
- Sports and leisure activities
- Weekly in-house chair massages
- Regular social events, clubs, and Friday afternoon drinks