Job Description
Join our elite team of financial engineers at Quantum Financial Technologies, where we revolutionize derivatives trading through cutting-edge software solutions. We're seeking a talented Equity Options Software Engineer to design and build high-performance systems for our weekend trading operations. This remote role offers the unique flexibility of weekend shifts while collaborating with global teams in a fast-paced, intellectually stimulating environment. You'll work on mission-critical platforms handling billions in daily transactions, with opportunities to influence architecture and drive innovation in quantitative finance.
Our ideal candidate thrives in dynamic environments, possesses deep technical expertise in financial systems, and is passionate about solving complex problems. You'll join a culture that values autonomy, continuous learning, and work-life balance through our weekend shift structure. Enjoy competitive compensation, comprehensive benefits, and the chance to shape the future of fintech from Cleveland.
Responsibilities
- Design and develop low-latency trading systems for equity options pricing, risk management, and execution algorithms
- Implement and optimize numerical models for Black-Scholes, Monte Carlo simulations, and exotic derivatives
- Collaborate with quantitative analysts to translate financial models into production-grade software
- Ensure system reliability and performance through rigorous testing, monitoring, and incident response
- Develop real-time market data pipelines and risk analytics platforms with sub-millisecond latency requirements
- Document system architecture, algorithms, and compliance procedures for audit and knowledge transfer
- Maintain and enhance existing options trading infrastructure while implementing new features
Qualifications
- Bachelor's degree in Computer Science, Engineering, Mathematics, or related field (MS preferred)
- 3+ years of experience in C++/Python development for financial systems or high-frequency trading
- Deep understanding of equity options pricing models (Black-Scholes, Binomial Trees, etc.)
- Expertise in multithreaded programming and low-latency system design principles
- Experience with FIX protocol, market data feeds (ITCH/ITCH), and exchange connectivity
- Strong problem-solving skills with demonstrated ability to optimize complex algorithms
- Familiarity with Linux environments, Docker, and cloud infrastructure (AWS/GCP)
- Ability to work independently during weekend shifts while maintaining clear communication with global teams