Job Description
We are seeking a highly skilled Software Engineer specializing in quantitative finance and equity options pricing to join our elite team in New York. This role offers a unique opportunity to work on cutting-edge algorithmic trading infrastructure with a focus on volatility modeling and derivatives analytics.
While we are based in the heart of NYC's financial district, we offer a hybrid/remote-friendly structure, welcoming applicants in New York and Ohio. Join us to drive innovation in the financial markets.
Responsibilities
- Design, develop, and maintain high-performance pricing engines for equity options and exotic derivatives.
- Optimize low-latency trading systems to ensure real-time execution and minimal slippage.
- Analyze vast datasets to improve model accuracy and risk management strategies.
- Collaborate with quantitative analysts to translate mathematical models into robust software architecture.
- Conduct rigorous code reviews and participate in agile development cycles.
- Debug complex issues in production environments and implement scalable solutions.
Qualifications
- Bachelor’s or Master’s degree in Computer Science, Mathematics, Physics, or a related quantitative field.
- 5+ years of professional experience in software engineering, preferably within fintech or quantitative finance.
- Strong proficiency in Python (pandas, numpy) and C++ for high-frequency systems.
- Deep understanding of options pricing models (Black-Scholes, Binomial, Monte Carlo).
- Experience with SQL and distributed databases (e.g., PostgreSQL, Cassandra).
- Excellent problem-solving skills and ability to work in a fast-paced, dynamic environment.