Job Description
Join our elite night shift team at Quantum Financial Systems and revolutionize the world of equity derivatives trading. As a key member of our New Orleans-based engineering hub, you'll architect cutting-edge solutions for high-frequency options pricing platforms, working alongside industry pioneers in a 24/7 trading environment. This role offers unparalleled exposure to complex financial models while maintaining work-life balance through our structured night shift schedule. Our state-of-the-art facility in the heart of Louisiana's financial district provides collaborative spaces, premium amenities, and direct access to real-time market data streams. If you thrive under pressure and possess a passion for solving intricate financial puzzles, this is your opportunity to shape the future of algorithmic trading.
Responsibilities
- Design and implement low-latency options pricing engines using C++ and Python
- Optimize trading algorithms for equity derivatives in real-time market conditions
- Develop risk management systems for complex options portfolios
- Collaborate with traders to translate market requirements into technical specifications
- Maintain and enhance market data ingestion systems for global exchanges
- Conduct code reviews and performance tuning for mission-critical trading systems
- Document technical architecture and compliance frameworks for regulatory audits
Qualifications
- Bachelor's degree in Computer Science, Mathematics, or related field
- 3+ years of experience in derivatives software development
- Expertise in C++ and Python with multithreading optimization
- Deep understanding of Black-Scholes and Monte Carlo pricing models
- Familiarity with FIX protocol and exchange connectivity solutions
- Experience with high-performance computing in Linux environments
- Strong problem-solving skills for real-time trading system challenges
- Night shift availability and ability to work collaboratively across time zones