Job Description
We are seeking a world-class Equity Options Software Engineer to join our elite trading division in Houston, TX. As a key player in our quantitative trading team, you will be responsible for building the high-performance infrastructure that powers our equity options strategies. This is an Immediate Hire role for a driven professional who thrives in a fast-paced, high-stakes environment.
In this position, you will bridge the gap between complex financial mathematics and cutting-edge software engineering. You will work directly with quants to model market behavior and translate theoretical models into executable code.
Responsibilities
- Design, develop, and maintain low-latency trading systems specifically for equity options and derivatives.
- Implement and optimize Monte Carlo simulations and numerical methods for pricing complex option structures.
- Integrate real-time market data feeds (Bloomberg, CME, ICE) into our pricing engines with minimal latency.
- Collaborate with quantitative analysts to refine pricing models and improve algorithmic efficiency.
- Ensure system resilience and scalability to handle high-volume trade executions.
- Debug complex issues in distributed systems and propose architectural improvements.
Qualifications
- Education: BS in Computer Science, Mathematics, Physics, or Engineering; Master’s or PhD is a strong plus.
- Programming: Proficiency in C++ (critical) and Python (NumPy, Pandas, SciPy).
- Finance Knowledge: Deep understanding of equity options pricing (Black-Scholes, Binomial models) and financial derivatives.
- Experience: Minimum 3-5 years of experience in quantitative finance, high-frequency trading, or financial software development.
- Tools: Experience with Linux environments, version control (Git), and database technologies (SQL).
- Soft Skills: Excellent problem-solving skills and the ability to communicate complex technical concepts to non-technical stakeholders.