Job Description
We are a leading fintech firm specializing in high-frequency equity options trading. We are seeking a highly skilled and motivated Equity Options Software Engineer to join our dynamic engineering team in Columbus, Ohio. You will be responsible for designing, developing, and maintaining low-latency trading systems and quantitative pricing models that power our market-making strategies.
In this role, you will bridge the gap between complex financial mathematics and robust software architecture. You will work closely with quants and traders to implement cutting-edge algorithms that optimize execution and manage risk in real-time.
Why Join Us?
- Competitive salary and performance bonuses.
- Comprehensive health, dental, and vision insurance.
- Flexible remote work options and generous PTO.
- Access to the latest hardware for high-performance computing.
Responsibilities
- Algorithm Development: Design, code, and optimize C++ and Python libraries for pricing equity options and calculating Greeks in real-time.
- System Architecture: Build scalable, low-latency trading infrastructure capable of handling high-throughput market data.
- Model Integration: Integrate stochastic calculus models (e.g., Black-Scholes, Monte Carlo) into production trading engines.
- Risk Management: Develop and maintain risk management systems to ensure compliance with regulatory standards and internal risk limits.
- Collaboration: Partner with quantitative researchers to validate models and with traders to understand market requirements.
- Debugging & Maintenance: Troubleshoot complex performance bottlenecks and ensure 99.99% system uptime.
Qualifications
- Education: BS, MS, or PhD in Computer Science, Mathematics, Physics, or a related quantitative field.
- Experience: 5+ years of software engineering experience, preferably in finance, fintech, or high-frequency trading.
- Technical Skills: Expert proficiency in C++ (preferred) and Python. Strong understanding of data structures and algorithms.
- Domain Knowledge: Deep understanding of equity derivatives, options pricing models, and volatility surfaces.
- Tools: Experience with Linux environments, Git, and SQL databases.
- Soft Skills: Strong problem-solving skills and the ability to communicate complex technical concepts to non-technical stakeholders.