Job Description
Join our elite team building next-generation equity options trading platforms at the intersection of finance and technology. We offer competitive weekly pay and a dynamic environment where your code directly impacts global markets. Our engineers leverage cutting-edge technologies to develop low-latency trading systems, risk analytics platforms, and real-time market surveillance tools.
As a key member of our New York-based team, you'll collaborate with quantitative analysts and traders to architect solutions that handle complex derivatives pricing and execution. We foster a culture of innovation, continuous learning, and rapid deployment. Enjoy unparalleled career growth while working on systems that process billions in daily trading volume.
Responsibilities
- Design and implement high-performance trading systems for equity options derivatives
- Develop real-time risk analytics and P&L calculation engines
- Optimize low-latency market data processing and execution algorithms
- Create robust surveillance systems for options trading compliance
- Collaborate with quants to model complex derivatives pricing strategies
- Build scalable microservices architectures for trading operations
- Implement rigorous testing frameworks for mission-critical financial systems
Qualifications
- 3+ years of experience in C++ and/or Python for financial systems
- Expertise in multi-threaded programming and low-latency architecture
- Strong understanding of equity options pricing models (Black-Scholes, Binomial)
- Proficiency with Linux, TCP/IP, and FIX protocol
- Bachelor's degree in Computer Science, Engineering, or Finance
- Experience with market data feeds (Bloomberg, Refinitiv)
- Familiarity with cloud platforms (AWS/Azure) and containerization
- Ability to thrive in fast-paced, deadline-driven trading environments