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Information Technology 🏢 Part Time ⭐️ Verified

Equity Options Software Engineer (Part-Time)

Quantum Financial Systems
Houston
Estimated Salary
USD 65.000 – USD 85.000
New
Live Update
11 September 2026
Deadline
11 Sep 2027

Job Description

Join our pioneering fintech team as a part-time Equity Options Software Engineer. We're revolutionizing derivatives trading platforms with cutting-edge technology, and we need your expertise to build scalable solutions for complex financial instruments. This hybrid role offers flexible hours while allowing you to work on high-impact projects alongside top-tier engineers and quantitative analysts. Our collaborative environment fosters innovation in algorithmic trading systems, risk management tools, and real-time market analytics.

Located in Houston's vibrant Energy Corridor, you'll contribute to systems that process billions in daily transactions while maintaining strict compliance with SEC and FINRA regulations. We provide competitive compensation, professional development stipends, and the opportunity to shape the future of financial technology.

Responsibilities

  • Develop and maintain high-performance C++/Python modules for options pricing models and risk analytics
  • Design low-latency trading systems handling equity options derivatives with microsecond precision
  • Integrate market data feeds (Bloomberg, Refinitiv) for real-time options chain analysis
  • Implement automated compliance checks for SEC Regulation NMS and FINRA Rule 641
  • Collaborate with quants to validate Black-Scholes and Monte Carlo simulation implementations
  • Optimize database queries for terabyte-scale options market data storage and retrieval
  • Document APIs and system architectures using Swagger and Confluence

Qualifications

  • Bachelor's in Computer Science, Mathematics, or related field (Master's preferred)
  • 3+ years experience in derivatives software development or financial systems
  • Expertise in C++17/Python 3.8+ with multithreading and async programming
  • Deep understanding of options Greeks (Delta, Gamma, Vega, Theta) and pricing models
  • Familiarity with FIX protocol and exchange connectivity (NYSE, CBOE)
  • Proficiency in Linux environments, Docker, and Kubernetes deployment
  • Experience with GitLab CI/CD and automated testing frameworks
  • Strong knowledge of SQL/NoSQL databases (PostgreSQL, Cassandra)

Required Skills

C++ Python Options Pricing Financial Modeling Linux Git FIX Protocol Docker Kubernetes

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