Job Description
The Opportunity:
Apex Derivatives Technologies is seeking a world-class Software Engineer specializing in Equity Options and quantitative finance. We are building a next-generation derivatives pricing platform that powers institutional trading desks. If you have a passion for complex mathematics, low-latency systems, and want to work remotely from California, this is your chance to shape the future of financial engineering.
Why Join Us?
- Work on high-impact projects in the options market.
- Competitive compensation and equity package.
- Flexible remote-first culture based in California.
- Access to cutting-edge computing resources and trading data.
Responsibilities
- Develop, optimize, and maintain high-performance options pricing engines using C++ and Python.
- Implement and back-test complex volatility surface models, including Black-Scholes, Heston, and local volatility models.
- Design robust data pipelines for real-time market data ingestion and pre-trade risk analytics.
- Collaborate with quantitative researchers to translate mathematical models into production-grade software.
- Debug and optimize systems to ensure millisecond-level latency in algorithmic trading environments.
- Conduct code reviews and mentor junior engineers on best practices in quantitative software development.
Qualifications
- Master’s or PhD in Computer Science, Mathematics, Physics, or Financial Engineering.
- Strong proficiency in Python (NumPy, Pandas, SciPy) and C++ (C++11/14/17) with a focus on performance.
- Deep understanding of Equity Options pricing theory, Greeks calculation, and stochastic calculus.
- Experience with low-latency trading systems, FIX protocols, or message queues (Kafka, RabbitMQ).
- Familiarity with cloud infrastructure (AWS, GCP) and containerization (Docker, Kubernetes).
- Excellent problem-solving skills and ability to work in a fast-paced, remote team environment.