Job Description
We are seeking a world-class Equity Options Software Engineer to join our elite Weekend Support Team in Denver, CO. In this critical role, you will be responsible for maintaining the integrity of our options pricing engines and ensuring seamless operations for our high-frequency trading desks. If you thrive in high-pressure environments and want to work with the latest financial technologies, we want to hear from you.
Our team is dedicated to innovation in quantitative finance, and we offer a competitive compensation package, including performance bonuses and equity opportunities.
Responsibilities
- System Maintenance: Oversee and execute critical maintenance windows for the Equity Options pricing engine and risk management systems.
- Low-Latency Optimization: Identify and resolve bottlenecks in code to ensure sub-millisecond execution times during market open on weekends.
- Model Validation: Collaborate with quantitative analysts to update and validate option pricing models (e.g., Black-Scholes, Heston) based on market volatility.
- Data Integrity: Monitor FIX protocol feeds and ensure seamless data reconciliation between trading terminals and back-office systems.
- Critical Incident Response: Lead troubleshooting efforts for weekend outages, communicating effectively with stakeholders.
- Code Deployment: Deploy hotfixes and feature enhancements for the weekend trading environment.
Qualifications
- Education: Bachelor’s or Master’s degree in Computer Science, Mathematics, Physics, or Financial Engineering.
- Experience: Minimum 4+ years of experience in software engineering within the financial services sector, specifically focusing on options or derivatives.
- Technical Skills: Proficiency in C++ (required) and Python. Experience with FIX Protocol and Kafka is highly preferred.
- Financial Knowledge: Strong understanding of equity option pricing theory, Greeks, and volatility surfaces.
- Environment: Experience working in Linux environments and knowledge of shell scripting.
- Availability: Must be available to work weekends (Saturday and Sunday) with flexibility for off-hours coverage.