Job Description
Join our elite team at Quantum Financial Technologies to revolutionize equity options trading through cutting-edge software solutions. As a leader in financial technology, we empower traders with real-time analytics and algorithmic execution platforms. This role sits at the intersection of finance, high-performance computing, and distributed systems, offering unparalleled exposure to derivatives markets and low-latency architectures.
Responsibilities
- Design and implement low-latency trading systems for equity options pricing and risk management
- Develop microservices-based architectures handling >100,000 transactions/second
- Optimize C++ and Python code for minimal latency and maximum throughput
- Collaborate with quants to model complex volatility surfaces and exotic derivatives
- Implement real-time market data ingestion and position monitoring systems
- Lead code reviews and mentor junior engineers in financial domain best practices
Qualifications
- 5+ years experience in C++/Python for high-frequency trading systems
- Expertise in equity derivatives pricing models (Black-Scholes, Binomial, Monte Carlo)
- Proficiency with Linux, TCP/IP, and FIX protocol
- Bachelor's degree in Computer Science, Mathematics, or Finance
- Strong understanding of exchange options market structures
- Experience with Kubernetes, Kafka, and distributed databases