Job Description
Join our elite FinTech team as an Equity Options Software Engineer and revolutionize derivatives trading technology. We're seeking a visionary engineer to architect cutting-edge solutions for our next-generation options platform. This role offers unparalleled opportunities to work directly with quantitative analysts and traders to build high-performance systems that process complex financial instruments in real-time. Enjoy competitive compensation, hybrid work flexibility, and career growth at the intersection of finance and technology in Memphis's thriving financial district.
Our Memphis hub combines Southern hospitality with Wall Street innovation, offering a unique work-life balance while tackling high-stakes challenges. You'll collaborate with global teams across our Florida offices while enjoying Tennessee's low cost of living and vibrant culture.
Responsibilities
- Design and implement low-latency C++/Java systems for equity options pricing, risk management, and algorithmic trading
- Develop real-time analytics pipelines processing 10,000+ transactions per second with sub-millisecond latency
- Create robust APIs connecting trading systems with market data feeds and execution venues
- Optimize memory usage and computational efficiency for high-frequency derivatives strategies
- Implement rigorous testing frameworks ensuring 99.99% system reliability in production environments
- Mentor junior engineers and drive technical excellence through peer code reviews
- Stay ahead of regulatory changes (SEC, FINRA) and ensure compliance in all system designs
Qualifications
- Bachelor's degree in Computer Science, Mathematics, or Financial Engineering; Master's or PhD preferred
- 5+ years experience in low-latency systems development, preferably for financial markets
- Expert proficiency in C++17/Java 17 with deep understanding of memory management and concurrency
- Strong grasp of options pricing models (Black-Scholes, Binomial Tree, Monte Carlo)
- Experience with FIX protocol, market data feeds (ITCH/ITCHv5.0), and exchange connectivity
- Proven track record optimizing systems for microsecond-level performance tuning
- Familiarity with Linux kernel internals, TCP/IP stack optimization, and kernel bypass techniques
- Knowledge of financial regulations (SEC Rule 613, Reg SHO) and market structure nuances