Company visit Optiver

Dear SIAM Student Chapter members,

Friday the 3rd of November in the afternoon we shall visit the Amsterdam `Zuid-as’ to visit the options trading company Optiver. After our last excursion to Deltares, we felt it would be interesting to go from large-scale long-term modelling done there to the very fast paced micro-transactions in the financial sector. The excursion will leave from Delft station at 13:15, will including some lectures by (former) mathematics PhD students, a visit to the trading floor, and will be closed off (of course) by drinks where there will be time for some Q&A as well.

A little bit about Optiver, in their own words:

Optiver started a business as a single trader on the floor of Amsterdam’s options exchange back in 1986. Today they’re at the forefront of trading and technology employing over 1000 people; 400 in Amsterdam alone. Working at Optiver is a challenge that requires high-level mathematics and data science with a generous dose of creative thinking to ensure they have an edge in increasingly competitive markets.

We hope to see you at this excursion, to get a feeling for mathematics in the industry! As our last excursion filled up very fast please make sure you sign up quickly if you want to participate, as we only have limited room. Please note that participating in this excursion we ask for a small contribution of 5E per person to cover the travel expenses to Amsterdam for the group. This needs to be paid one week in advance (so before the 27th of Oktober) otherwise, your spot will go to the next person on the waiting list. The payment can be done in cash at the office of the SIAM student chapter president Anne on the 3rd floor (HB 3.250). If you are unable to pay in cash please contact the SIAM student chapter to arrange for alternative payment methods (bank transfer).

You can enroll for the visit using the doodle, and if you want a train ticket (retour), please fill in this form.