Job Description
Join Quantum Financial Systems as an Equity Options Software Engineer and immediately contribute to cutting-edge financial technology solutions. We're seeking a talented individual to design and develop high-performance systems for equity derivatives trading platforms. This is a rare immediate hire opportunity for a professional passionate about bridging finance and technology.
As a key member of our FinTech team, you'll collaborate with quantitative analysts and traders to build scalable options pricing engines and risk management systems. Our Reston headquarters offers a modern, collaborative environment where innovation thrives. Apply today to start your career transformation!
Responsibilities
- Design and implement low-latency options pricing algorithms in C++/Python
- Develop real-time risk management systems for equity derivatives portfolios
- Optimize trading infrastructure for high-frequency options execution
- Create comprehensive unit/integration tests for financial models
- Collaborate with quants to implement Black-Scholes and Monte Carlo models
- Document technical specifications and API documentation
- Monitor system performance and troubleshoot production issues
Qualifications
- Bachelor's degree in Computer Science, Mathematics, or Finance (MS preferred)
- 3+ years of experience in options pricing or derivatives software development
- Expertise in C++ and/or Python with financial libraries (QuantLib, Boost)
- Strong understanding of Black-Scholes, binomial trees, and volatility modeling
- Experience with Linux, SQL, and distributed systems (Kafka, Redis)
- Familiarity with FIX protocol and market data feeds
- Proven track record of optimizing high-performance trading systems