Job Description
Join our elite engineering team at Quantum Financial Technologies, where we're revolutionizing the equity options landscape. As a critical member of our high-frequency trading division, you'll architect next-generation systems processing over 10M transactions daily. We offer unparalleled opportunities to work with cutting-edge options pricing models, low-latency execution engines, and regulatory-compliant frameworks in a collaborative, fast-paced environment. Urgent hiring for senior roles – apply now to shape the future of quantitative finance.
Responsibilities
- Design and implement low-latency options pricing engines and risk management systems
- Optimize trading algorithms for complex equity derivatives across multiple exchanges
- Develop regulatory compliance modules for SEC/FINRA options reporting requirements
- Collaborate with quantitative researchers to model exotic option structures
- Lead performance tuning of distributed systems handling microsecond-level data
- Mentor junior engineers on best practices for financial software architecture
Qualifications
- 5+ years in C++/Java development with financial systems experience
- Expertise in options pricing models (Black-Scholes, Binomial Trees, Monte Carlo)
- Proven track record with low-latency trading systems and market data protocols
- Strong knowledge of exchange connectivity (ITCH/PIE, OUCH/OPRA)
- Familiarity with FIX protocol for derivatives trading
- BS/MS in Computer Science, Mathematics, or equivalent
- Experience with cloud-native deployments (AWS/GCP) for financial workloads