Job Description
Join Quantum Financial Systems, a leading quantitative trading firm, as we revolutionize equity derivatives technology. We're seeking a brilliant Software Engineer to design and build next-generation trading systems for our options desk. This role sits at the intersection of high-frequency trading and financial innovation, where your code directly impacts multi-million dollar decisions.
Our New York headquarters offers an unparalleled environment for technical excellence, with cutting-edge infrastructure and collaborative teams of PhD quants and seasoned traders. You'll work on mission-critical systems handling thousands of transactions per second while ensuring nanosecond-level precision in option pricing and execution.
Responsibilities
- Architect and implement low-latency trading systems for equity options across US and European markets
- Develop real-time pricing engines for exotic options using Monte Carlo simulations and PDE solvers
- Optimize market data processing pipelines for options chains with sub-microsecond latency
- Design risk management frameworks for options portfolios spanning volatility surfaces and Greeks
- Collaborate with traders to translate complex strategies into high-performance code
- Mentor junior engineers and drive innovation in trading technology best practices
- Ensure system resilience through rigorous testing and fault-tolerant architecture design
Qualifications
- Bachelor's degree in Computer Science, Mathematics, or Engineering from a top-tier institution
- 5+ years of experience in C++/Python development for financial systems
- Deep understanding of options pricing models (Black-Scholes, Binomial Trees, Local Volatility)
- Expertise in low-latency systems and exchange connectivity protocols (FIX, ITCH)
- Proven track record optimizing trading systems for sub-100 microsecond latency
- Familiarity with Linux kernel tuning, network programming, and hardware acceleration
- Strong background in multithreading, lock-free algorithms, and real-time data structures
- Experience with options market microstructure and exchange-specific nuances