Home Job Details
Q
Finance Technology 🏢 Full Time ⭐️ Verified

Senior Equity Options Software Engineer

Quantum Financial Technologies
Charlotte
Estimated Salary
USD 140.000 – USD 190.000
Live Update
9 Juli 2026
Deadline
9 Jul 2027

Job Description

Join our pioneering fintech team at Quantum Financial Technologies, where innovation meets opportunity. We're seeking a Senior Equity Options Software Engineer to architect and develop cutting-edge trading platforms that power global financial markets. Based in Charlotte with full remote flexibility, you'll collaborate with elite quants and engineers to build high-performance systems processing billions in daily trades. Enjoy competitive compensation, equity, and a culture that values technical excellence and work-life balance.

Responsibilities

  • Design and implement low-latency trading systems for equity options pricing and risk management
  • Optimize C++/Python algorithms for real-time options valuation models (Black-Scholes, Monte Carlo)
  • Integrate market data feeds (Bloomberg, Refinitiv) and exchange connectivity protocols
  • Lead development of compliance frameworks for SEC/FINRA options regulations
  • Mentor junior engineers and conduct rigorous code reviews
  • Architect cloud-native solutions using AWS/GCP for scalability

Qualifications

  • 5+ years experience in high-frequency trading systems or options pricing software
  • Expert proficiency in C++ and Python with multithreading experience
  • Deep understanding of options Greeks (Delta, Gamma, Vega) and volatility surfaces
  • Familiarity with FIX protocol and exchange connectivity standards
  • Strong background in Linux kernel performance tuning
  • BS/MS in Computer Science, Mathematics, or Finance

Required Skills

C++ Python Options Pricing Low-latency Systems FIX Protocol AWS Market Data Monte Carlo Simulation

Ready to Take This Challenge?

Make sure your resume is ready. Submit your application now before the deadline.

Apply Now

Related Jobs

Similar job recommendations for you

View All