Job Description
Join Quantum Financial Technologies as a Part-Time Equity Options Software Engineer and shape the future of high-frequency trading systems. We're seeking a passionate developer to build low-latency platforms for complex equity derivatives in our Seattle innovation hub. This role offers flexible hours while working on mission-critical infrastructure that processes billions in daily trades. Collaborate with PhD quants and senior engineers to optimize pricing models and execution algorithms. Ideal for professionals seeking impactful part-time work in FinTech without compromising on technical depth.
Responsibilities
- Design and implement low-latency trading systems for equity options pricing and risk management
- Develop real-time analytics dashboards for options volatility surfaces and Greeks calculations
- Optimize C++/Python code for high-frequency market data processing (FIX protocol)
- Integrate with exchanges (NYSE, CBOE, Nasdaq) and dark pools via proprietary APIs
- Build automated testing frameworks for options pricing models and execution strategies
- Collaborate with quantitative analysts to refine Black-Scholes and Monte Carlo implementations
- Document technical specifications and contribute to codebase modernization initiatives
Qualifications
- 3+ years of experience in C++/Python development for financial systems
- Expertise in equity derivatives pricing (Black-Scholes, Binomial models)
- Familiarity with FIX protocol and exchange connectivity solutions
- Experience with low-latency systems (nanosecond-level optimizations)
- Strong knowledge of options Greeks (Delta, Gamma, Vega, Theta) and risk metrics
- Bachelor's degree in Computer Science, Mathematics, or Finance
- Proficiency in Linux environments and containerized deployments (Docker/Kubernetes)
- Experience with cloud platforms (AWS/GCP) for scalable financial applications