Need Help! Optiver Execution Research Role (Quant) vs FAANG
I'm a final year CSE integrated Bachelors + Masters from one of the premier engineering institutes in India. I currently have a Quant Researcher offer for the Execution Research team in Amsterdam. I also have an SWE offer from a FAANG in India. While the Optiver role is significantly higher paying at the moment, I have no idea about future prospects, and so need help deciding between the two.
For some background about myself, I've done internships in SWE and Deep Learning research. Have no finance experience. Very little data science work (was more into competitive programming). Stats/math background limited to basic engineering courses. Have
Pointers along any of these lines would be helpful.
1) What kind of skills and experience can I expect to learn from the execution research role? Given that it seems to be a specific domain even within trading, will these skills be transferable if and when I move to other firms? Might this role possibly be a dead end?
2) What kind of different career paths could both of these roles take me through? - responsibilities, compensation, maybe higher education (maybe an MBA), location (assuming I want to return back to India)
3) For a person from a primarily CS background, is it a good idea to get into a quant role straight from uni? Does it restrict my options compared to a SWE role? Can I go back to a SWE role (or tech in general) after a quant role?