Job Description
Join Quantum Financial Solutions as a Part-Time Equity Options Software Engineer and revolutionize how Wall Street trades complex derivatives. We're seeking a talented engineer to build cutting-edge systems for pricing, risk management, and execution of equity options in our New York City hub. This hybrid role offers the flexibility of part-time hours while tackling high-impact challenges at the intersection of finance and technology.
Our team operates at the convergence of high-frequency trading and financial innovation. You'll collaborate with PhD quants and senior traders to architect solutions that process millions of transactions daily. We provide competitive compensation, flexible scheduling, and exposure to institutional-grade systems handling billions in notional value.
Responsibilities
- Design and implement low-latency trading systems for equity options execution and risk management
- Develop pricing models for exotic options using Monte Carlo simulations and PDE solvers
- Optimize C++/Java codebases handling real-time market data processing
- Integrate with exchange APIs (NYSE, NASDAQ, CBOE) for order routing and market data
- Implement risk analytics for portfolio exposure and P&L attribution
- Collaborate with quants to translate mathematical models into production code
- Automate regression testing for trading strategies and risk models
Qualifications
- Bachelor's in CS/Engineering + 3+ years in financial software development
- Expertise in C++/Java with multithreading and low-latency optimization
- Deep understanding of equity options pricing models (Black-Scholes, Binomial)
- Experience with FIX protocol and exchange connectivity
- Proficiency in Linux environments and containerization (Docker)
- Familiarity with Python for data analysis and model validation
- Strong background in numerical methods and stochastic calculus