Job Description
Join our elite financial engineering team at Quantum Financial Systems, where we're revolutionizing equity derivatives technology. We're seeking a Senior Software Engineer to architect and implement next-generation trading platforms for institutional equity options markets. Collaborate with quant researchers and traders to build low-latency systems processing millions of daily transactions across global exchanges.
Our Seattle hub offers a hybrid work environment with state-of-the-art labs and competitive benefits including equity participation. This role combines deep financial domain expertise with cutting-edge software engineering in one of the world's most vibrant tech hubs.
Responsibilities
- Design and implement high-performance options pricing engines using Monte Carlo and finite difference methods
- Develop low-latency order execution systems with sub-microsecond market data processing
- Create risk management frameworks for complex options portfolios using C++ and Python
- Build real-time analytics dashboards for options volatility surfaces and Greeks visualization
- Optimize trading algorithms for market impact minimization in illiquid options markets
- Maintain compliance with SEC regulations and exchange rulebooks for derivatives trading
- Mentor junior engineers on financial modeling best practices and code quality standards
Qualifications
- Bachelor's degree in Computer Science, Mathematics, or related field (MS/PhD preferred)
- 5+ years experience in high-frequency trading systems or financial derivatives software
- Expert proficiency in C++ with STL and Boost libraries for low-latency applications
- Deep understanding of options pricing models (Black-Scholes, Binomial, Heston)
- Experience with FIX protocol and exchange connectivity for derivatives markets
- Strong background in multithreading, lock-free programming, and network optimization
- Familiarity with cloud deployment on AWS/GCP for financial workloads
- Portfolio demonstrating complex financial software projects or open-source contributions