Job Description
Join our elite engineering team at Quantum Financial Technologies, where innovation meets high-stakes finance. We're seeking a brilliant Software Engineer to design, develop, and deploy mission-critical systems for our equity options trading platform. As a night shift specialist, you'll be the guardian of our real-time trading infrastructure during peak global market hours, ensuring uninterrupted performance for institutional clients across 15+ time zones. This role offers unparalleled exposure to cutting-edge financial technology and direct impact on multi-million dollar transactions.
Our Fort Worth hub combines Southern hospitality with tech-forward culture, featuring state-of-the-art labs and collaborative spaces. Night shift employees receive premium compensation packages, flexible scheduling options, and exclusive wellness programs. You'll work alongside PhD quants and seasoned developers in a fast-paced environment where your code directly shapes market dynamics.
Responsibilities
- Architect and maintain low-latency systems for equity options pricing, risk management, and automated execution
- Collaborate with quantitative analysts to implement complex financial models in C++ and Python
- Optimize trading algorithms for millisecond-level performance across global markets
- Develop real-time monitoring tools for options positions and market volatility
- Ensure 99.99% system uptime during overnight trading sessions
- Conduct rigorous stress testing and failover simulations for market volatility scenarios
- Document technical specifications and contribute to engineering best practices
Qualifications
- 5+ years of experience in high-frequency trading systems or financial software development
- Expert proficiency in C++ and Python with demonstrable low-latency optimization skills
- Deep understanding of equity options pricing models (Black-Scholes, Binomial, Monte Carlo)
- Experience with FIX protocol and market data feeds (ITCH/ITCH, OUCH)
- Proven track record of building distributed systems handling >10k TPS
- Familiarity with Linux kernel tuning and network stack optimization
- Strong problem-solving abilities for complex market data anomalies
- BS/MS in Computer Science, Mathematics, or Financial Engineering