Job Description
The Opportunity:
Apex Derivatives Labs is revolutionizing the equity options market with next-generation pricing algorithms. We are seeking a highly skilled and analytical Part-Time Software Engineer to join our Denver-based quantitative team. This role offers a unique blend of financial engineering and software development, ideal for a professional looking for flexible hours while contributing to high-stakes market modeling.
As a key member of our team, you will bridge the gap between complex financial theory and robust code architecture, ensuring our pricing engines remain at the forefront of efficiency and accuracy.
Why Join Us?
- Work with cutting-edge financial models in a dynamic environment.
- Flexible part-time schedule designed for work-life balance.
- Competitive compensation reflecting your specialized expertise.
Responsibilities
- Develop & Optimize Pricing Models: Build, maintain, and enhance quantitative models for equity options pricing, specifically focusing on volatility surfaces and Greeks calculations.
- Algorithmic Efficiency: Write high-performance C++ and Python code to ensure our execution engines process market data in real-time with minimal latency.
- Risk Management: Collaborate with the risk team to implement and stress-test limit orders and hedging strategies.
- Data Integrity: Ensure the accuracy and consistency of historical data feeds used for backtesting and model calibration.
- Documentation: Produce clear technical documentation for complex financial algorithms and system architecture.
Qualifications
- Education: Bachelor’s degree in Computer Science, Mathematics, Physics, or a related quantitative field (Master’s degree preferred).
- Programming: Strong proficiency in Python (pandas, numpy) and C++ (modern standards). Experience with Julia or R is a plus.
- Finance Knowledge: Deep understanding of financial markets, specifically equity options, derivatives pricing (Black-Scholes, Binomial), and market microstructure.
- Experience: 3+ years of experience in software development within a financial or high-frequency trading environment.
- Problem Solving: Ability to deconstruct complex financial problems and translate them into scalable software solutions.