Job Description
We are seeking a highly skilled Equity Options Software Engineer to join our elite quantitative trading team. If you are passionate about building high-performance systems that drive complex financial models and want to work remotely with a focus on Minneapolis and Georgia markets, this is your opportunity.
In this role, you will bridge the gap between quantitative finance and software engineering, working on low-latency trading systems, risk management platforms, and automated execution engines. You will have the autonomy to design scalable architectures that handle massive volumes of market data in real-time.
Responsibilities
- Develop Pricing Engines: Design, implement, and maintain high-frequency algorithms for equity options pricing, including Black-Scholes, Monte Carlo simulations, and local volatility models.
- Low-Latency Architecture: Build and optimize C++ and Python backend services to ensure millisecond-level execution speed for automated trading strategies.
- Market Data Integration: Integrate with exchanges and data providers (Bloomberg, Refinitiv) to ingest real-time options chain data and build robust data pipelines.
- Risk Management Systems: Develop quantitative risk models to monitor exposure, delta hedging, and gamma risk across large option portfolios.
- Backtesting Frameworks: Create scalable backtesting environments to validate trading strategies against historical market data.
- Collaboration: Partner with quantitative researchers and traders to translate financial models into production-ready software.
Qualifications
- Education: Bachelor’s or Master’s degree in Computer Science, Mathematics, Physics, or Finance.
- Programming: Strong proficiency in C++ (for low-latency systems) and Python (for data analysis and scripting).
- Finance Knowledge: Deep understanding of equity options markets, Greeks, and derivative pricing theory.
- System Design: Experience with distributed systems, message queues (Kafka/RabbitMQ), and cloud infrastructure (AWS/Azure).
- Tools: Familiarity with Linux environments, Docker, Kubernetes, and version control (Git).
- Communication: Ability to communicate complex technical concepts to non-technical stakeholders.