Job Description
Join our elite night shift team at Quantum Financial Solutions, where you'll architect and deploy cutting-edge software for the high-stakes world of equity options trading. This pivotal role demands precision, innovation, and a passion for financial technology. You'll collaborate with top-tier quants and traders to build real-time systems that power global derivatives markets. Embrace the autonomy of night shifts while shaping the future of algorithmic finance.
Responsibilities
- Design and implement low-latency trading systems for equity options pricing and risk management
- Develop robust APIs connecting trading platforms with market data feeds and exchanges
- Optimize C++/Java code for high-frequency trading environments
- Collaborate with cross-functional teams to deliver mission-critical features
- Conduct rigorous testing and debugging of complex financial algorithms
- Monitor system performance and implement real-time fixes during market hours
Qualifications
- Bachelor's degree in Computer Science, Engineering, or related field
- 5+ years experience in C++/Java development for financial systems
- Expertise in equity derivatives pricing models (Black-Scholes, Binomial Trees)
- Proficiency with Linux, TCP/IP protocols, and high-performance databases
- Strong knowledge of FIX protocol and market data feeds
- Experience with low-latency trading architecture design
- Ability to thrive in night shift environments with minimal supervision