Optiver at NeurIPS 2025
2 Dec – 7 Dec • San Diego Convention Center, San Diego
Research powered trading
We’re a team of mathematicians, engineers and scientists driven by one goal: solving the world’s greatest quantitative challenge.
Global financial markets are vast open systems, unpredictable and constantly evolving. Our researchers rapidly transform scientific hypotheses into algorithmic trading strategies deployed across hundreds of financial exchanges. Each iteration sharpens our edge, improving trading 24 hours a day across millions of instruments worldwide.
Modelling Signals in High-Volume, Adaptive Markets
Join Scott McKenzie, Global Head of Engineering, on Tuesday, December 2 at 1 pm on the NeurIPS exhibition floor.
Global markets generate enormous volumes of data, and most of the information that drives price formation is buried within it. In this talk, Scott McKenzie looks at how emergent behaviour shapes markets, how machine learning performs in environments that adapt to your models, and what it takes to build robust systems in a constantly changing setting.
Focus areas
We operate at scale across a universe of unsolved quantitative problems. Working across disciplines and drawing on methods from both academia and industry, our teams push beyond established boundaries to redefine what’s possible in quantitative finance, machine learning and AI.
- Stochastic and statistical modelling (probability theory, stochastic processes, derivative pricing)
- Machine learning and time-series forecasting (predictive models, Bayesian methods, autoregressive models)
- Reinforcement learning and optimal control for decision-making under uncertainty
- Natural-language processing and multimodal signal extraction from noisy market data
- Large-scale experimentation and high-performance computing for model training, validation and inference
A culture built for breakthroughs
Impact proven by results
Models move quickly from concept to deployment, providing tangible evidence of contribution. Every result strengthens performance and raises the bar for what follows.
Iteration that drives better research
Rapid validation compresses research cycles and accelerates improvement. With access to extensive compute, large-scale simulations and rich datasets, researchers test bold ideas and iterate continuously.
Multidisciplinary collaboration fuels innovation
Shared codebases, open data and collaboration across research hubs multiply discoveries and sustain innovation worldwide.
Freedom to pioneer
Researchers have autonomy to define their own questions and select their methods, supported by long-term investment and an environment built to bring new ideas to life.
Continuous intellectual challenge
Our problems demand constant adaptation of techniques from mathematical finance, theoretical physics, data science and modern ML. Rigorous peer collaboration strengthens every approach and every solution.
Meet our researchers
“In my previous life I was a physicist; then I moved into industry. Over the last eight years, I’ve watched the team grow from almost nothing into one of the best at Optiver, and one of the most advanced in using AI in high-frequency trading.”
PhD Quantitative Researcher in Amsterdam
“Every trade you do, you have impact. You have your feedback in a second.”
Quantitative Researcher in Shanghai
“I can see how the models we build directly influence trading strategies in real time. Balancing accuracy, performance, and scale isn’t easy, but that’s what makes the work both difficult and deeply rewarding.”
PhD Quantitative Researcher in Chicago
Opportunity at scale
We trade with our own capital. Without client constraints or lengthy product cycles, you’re free to pursue solutions that turn intellectual curiosity into tangible progress. Backed by substantial R&D investment, we give applied researchers and ML engineers the opportunity to explore bigger problems with greater impact.
Find your next role at one of our 11 global offices.
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