Job Description
Join a cutting-edge fintech revolution at Quantum Financial Systems! We're seeking a brilliant Part-Time Options Pricing Engineer to transform derivative valuation technology. This remote-friendly role offers flexible hours (20-30 hrs/week) while working on high-stakes equity options platforms that power institutional trading desks. Collaborate with PhD quants and senior developers to build next-gen pricing models using Monte Carlo simulations and stochastic calculus. Enjoy competitive compensation, equity stake, and professional development opportunities in a dynamic startup environment.
Responsibilities
- Develop and optimize Black-Scholes/Merton extensions and exotic options pricing algorithms
- Implement numerical methods (PDE solvers, tree models) for derivative valuation
- Integrate market data feeds (Bloomberg, Refinitiv) into real-time pricing systems
- Build microservices for options risk analytics and P&L attribution
- Conduct unit testing and performance optimization for low-latency trading infrastructure
- Document mathematical models and code architecture for compliance teams
- Mentor junior engineers on financial mathematics best practices
Qualifications
- Bachelor's in Computer Science, Mathematics, or Quantitative Finance
- 3+ years experience in options pricing or derivatives software development
- Expert proficiency in Python/C++ and numerical computing (NumPy, SciPy)
- Deep understanding of volatility surfaces, Greeks, and risk-neutral pricing
- Familiarity with exchange APIs (CME, ICE) and FIX protocol
- Strong SQL skills for market data management
- Experience with AWS/GCP cloud infrastructure
- Relevant certifications (FRM, CQF) preferred