Job Description
Nexus Quant Strategies is seeking a talented and analytical Equity Options Software Engineer to join our dynamic team in Seattle. We are pioneers in algorithmic trading and derivatives pricing, and we are looking for a part-time expert to help optimize our risk management systems and pricing models. If you have a passion for financial markets and a knack for solving complex engineering problems, we want to hear from you.
Why Join Us?
• Work with cutting-edge technology in a high-frequency trading environment.
• Flexible part-time schedule allowing for work-life balance.
• Competitive compensation package based on expertise.
• Collaborative culture focused on innovation and precision.
Responsibilities
- Develop Pricing Models: Design, implement, and validate mathematical models for equity options pricing, including Black-Scholes, Monte Carlo simulations, and advanced volatility surface modeling.
- System Optimization: Optimize existing C++ and Python codebases to reduce latency and improve the execution speed of complex derivative calculations.
- Data Integration: Integrate real-time market data feeds (APIs) and historical market data to feed into pricing engines.
- Risk Management: Assist in the development of risk metrics and hedging strategies to ensure portfolio stability.
- Backtesting: Create robust backtesting frameworks to validate trading strategies against historical market data.
- Code Review & Maintenance: Perform code reviews for team members and maintain the technical debt of our quantitative libraries.
Qualifications
- Education: Master’s degree or Ph.D. in Computer Science, Applied Mathematics, Physics, or Financial Engineering.
- Experience: 3+ years of experience in software engineering or quantitative finance, specifically within the Equity Options domain.
- Technical Skills: Strong proficiency in C++ (low-latency preferred) and Python (Pandas, NumPy, SciPy).
- Mathematical Proficiency: Deep understanding of probability theory, stochastic calculus, and differential equations.
- Software Engineering: Experience with distributed systems, cloud computing (AWS/Azure), and version control (Git).
- Communication: Ability to explain complex quantitative concepts to non-technical stakeholders.