Job Description
Join the Future of Financial Engineering
Apex Derivatives Solutions is a cutting-edge fintech firm pioneering advanced analytics for the global derivatives market. We are looking for a Senior Equity Options Software Engineer to join our Portland-based team. In this role, you will build the core infrastructure behind our pricing engines and risk management systems, working directly with quants to translate complex mathematical models into production-ready software.
Why Join Us?
- Competitive Compensation: Base salary of $140k-$220k + Performance Bonus.
- Flexible Work: Work from our vibrant Pearl District office or remotely.
- Impact: Directly influence the pricing of billions in equity options daily.
What You Will Do
As a key member of our engineering team, you will be responsible for the lifecycle of our options pricing models and risk reporting tools.
Responsibilities
- Develop Pricing Engines: Design and implement robust, high-performance software to calculate option prices using various models (Black-Scholes, Monte Carlo, Binomial trees).
- Performance Optimization: Identify and resolve bottlenecks in C++ and Python code to ensure sub-millisecond latency for real-time trading systems.
- Data Pipeline Integration: Build ETL pipelines to ingest market data (implied volatility surfaces, historical price data) from various exchanges and vendors.
- Risk Management Systems: Develop APIs and dashboards to calculate and visualize key risk metrics (Greeks, Value at Risk) for traders and risk managers.
- Collaboration: Partner closely with quantitative analysts to validate model assumptions and improve mathematical implementations.
Qualifications
- Education: Bachelor’s or Master’s degree in Computer Science, Mathematics, Financial Engineering, or a related quantitative field.
- Technical Skills: Strong proficiency in C++ (low-latency preferred) and Python.
- Mathematics: Deep understanding of probability, statistics, and stochastic calculus; familiarity with partial differential equations is a plus.
- Experience: 5+ years of experience in financial software development or building pricing models for derivatives.
- Tools: Experience with Linux environments, SQL databases, and distributed computing frameworks (Spark, Kafka).