Job Description
Join the Elite Team at Apex Quant Strategies
We are seeking a highly skilled Equity Options Software Engineer to join our high-frequency trading division in Albuquerque. If you thrive in a fast-paced environment and are passionate about low-latency trading systems, this is your opportunity to work on the core infrastructure that drives multi-million dollar equity options portfolios.
In this role, you will be responsible for the development, testing, and maintenance of critical trading systems during our weekend operations. You will work closely with quants and traders to ensure seamless execution and data integrity for equity options markets.
Why Join Us?
- Competitive salary and comprehensive benefits package.
- Work with cutting-edge technology in a modern, collaborative office in Albuquerque.
- Direct impact on trading performance and financial market stability.
Responsibilities
- System Development & Maintenance: Design, code, and debug low-latency C++ and Python systems specifically tailored for equity options pricing and execution algorithms.
- Weekend Operations: Manage and execute critical batch jobs, risk checks, and data reconciliation processes that occur during the weekend shift to prepare for the upcoming trading week.
- Market Data Analysis: Monitor and validate incoming equity options market data feeds to ensure accuracy and timeliness before market open.
- Performance Optimization: Continuously profile and optimize existing codebases to reduce latency and improve system throughput.
- Cross-Functional Collaboration: Partner with quantitative analysts to translate complex financial models into efficient software implementations.
- Deployment & CI/CD: Automate deployment pipelines and ensure zero-downtime rollouts for trading infrastructure updates.
Qualifications
- Education: Bachelor’s degree in Computer Science, Electrical Engineering, Mathematics, or a related field (Master’s preferred).
- Experience: Minimum 5+ years of software engineering experience, with at least 2 years specifically focused on financial markets or high-frequency trading.
- Tech Stack: Proficiency in C++ (required), Python (preferred), Linux environments, and SQL databases.
- Domain Knowledge: Deep understanding of options pricing models (Black-Scholes, binomial trees) and equity derivatives.
- Availability: Must be available to work a dedicated Weekend Shift (e.g., Friday to Sunday or Saturday to Monday) with flexibility for overtime during market events.
- Problem Solving: Strong analytical skills and the ability to troubleshoot complex system issues under pressure.