Job Description
Join our elite night shift team at Quantum Financial Solutions, where you'll architect cutting-edge equity options trading platforms that power global markets. This role offers unparalleled exposure to high-frequency trading systems while maintaining work-life balance through our night shift schedule. Located in New Orleans' vibrant financial district, you'll collaborate with top-tier engineers to build mission-critical systems handling billions in daily transactions.
We provide comprehensive benefits including equity participation, flexible scheduling, and dedicated professional development funds. Our culture values innovation, autonomy, and technical excellence.
Responsibilities
- Design and implement low-latency trading systems for equity options pricing and execution
- Develop real-time risk management algorithms handling complex derivatives portfolios
- Optimize market data processing pipelines for tick-by-tick options data
- Collaborate with quants to model volatility surfaces and pricing engines
- Build resilient microservices architecture using cloud-native technologies
- Ensure 99.99% system uptime through rigorous testing and monitoring
- Lead incident response during market volatility events
Qualifications
- 5+ years experience in low-latency C++ or Java development for financial systems
- Expert knowledge of options pricing models (Black-Scholes, Binomial Trees)
- Proficiency in Linux kernel tuning and network optimization
- Experience with FIX protocol and market data feeds (ITCH/ITCH)
- Strong background in multithreading and concurrent programming
- Familiarity with Kubernetes, Docker, and cloud infrastructure (AWS/GCP)
- BS/MS in Computer Science, Mathematics, or equivalent