Job Description
Join our elite fintech team building next-generation trading systems for global equity derivatives. We're seeking a passionate engineer to architect low-latency options pricing platforms that process $2B+ in daily volume. Work alongside PhD quants and Wall Street veterans in our state-of-the-art NYC hub, where innovation drives 40% YoY growth.
Responsibilities
- Design C++/Python microservices for real-time options pricing and risk analytics
- Optimize trading algorithms for sub-100ms latency on Linux-based infrastructure
- Implement FINRA/SEC compliance modules for audit trails and position monitoring
- Collaborate with quant teams to integrate Black-Scholes and Monte Carlo models
- Mentor junior engineers on distributed systems best practices
Qualifications
- 5+ years experience in high-frequency trading or derivatives software
- Expertise in C++17/Python 3.9 with multithreading frameworks
- Familiarity with options pricing models (Binomial, Trinomial)
- Proficiency in FIX protocol and market data feeds (ITCH/ITCHv5)
- BS/MS in Computer Science or equivalent from top-tier institution
- Linux kernel tuning experience (NUMA, RDMA, kernel bypass)