Job Description
Join Quantum Financial Solutions as a Weekend Shift Equity Options Software Engineer and architect the future of financial technology. We're seeking innovative minds to build high-performance systems powering global equity options trading platforms. This unique weekend opportunity offers competitive compensation, cutting-edge projects, and a collaborative Austin-based culture where your expertise directly shapes fintech evolution.
As a key member of our Options Engineering team, you'll develop mission-critical software handling complex derivatives pricing, risk calculations, and market data processing. Enjoy premium benefits including flexible scheduling, dedicated wellness stipends, and professional development funds while contributing to systems processing billions in daily transactions.
Responsibilities
- Design and implement scalable microservices for equity options pricing and risk analytics
- Optimize low-latency trading systems handling high-frequency options market data
- Develop robust APIs connecting options platforms with exchange feeds and brokerages
- Create automated testing frameworks ensuring 99.99% system reliability for critical trading operations
- Collaborate with quants to implement Black-Scholes and Monte Carlo pricing models
- Lead weekend deployment cycles and incident response for production systems
- Mentor junior engineers on financial software best practices and regulatory compliance
Qualifications
- Bachelor's degree in Computer Science, Engineering, or related technical field
- 5+ years experience building production software for financial derivatives or trading systems
- Expertise in Java, Python, or C++ with multi-threaded architecture design
- Strong understanding of equity options fundamentals (Greeks, volatility surfaces)
- Proficiency with distributed systems (Kubernetes, Kafka) and cloud platforms (AWS/GCP)
- Experience with FIX protocol and exchange connectivity for derivatives markets
- Ability to work independently during weekend shifts while maintaining rapid response times
- Preferred: CFA/FRM certification or advanced degree in computational finance