Job Description
Join Quantum Financial Technologies as a part-time Equity Options Software Engineer and revolutionize derivatives trading systems. We're seeking a brilliant developer to architect low-latency platforms for option pricing, risk analysis, and market-making algorithms. This hybrid role offers flexible hours while working on cutting-edge projects that impact global financial markets. Collaborate with quants and traders to build scalable solutions in a dynamic, innovation-driven environment.
Responsibilities
- Develop and optimize high-performance C++/Java libraries for options pricing models (Black-Scholes, Monte Carlo)
- Design real-time market data pipelines handling 10K+ msg/sec for option chains and volatility surfaces
- Implement risk analytics modules for Greeks calculation and portfolio hedging
- Build microservices for automated option trading strategies with 99.99% uptime SLAs
- Optimize database queries for terabyte-scale options market data storage and retrieval
- Integrate with exchanges (NYSE, CBOE) via FIX/4.4 protocols for order execution
- Lead code reviews for financial instrument validation libraries
Qualifications
- 3+ years experience in derivatives software development with options pricing models
- Expertise in low-latency systems (C++, Java, or Python with Cython)
- Strong understanding of equity options mechanics, volatility surfaces, and Greeks
- Proficiency with market data platforms (Refinitiv, Bloomberg) and FIX protocol
- Bachelor's degree in Computer Science, Mathematics, or Finance (MS preferred)
- Experience with cloud deployment (AWS/Azure) for financial workloads
- Knowledge of regulatory requirements (SEC, FINRA) for derivatives trading
- Ability to work independently and deliver results in flexible part-time arrangements