Job Description
Join our elite team of financial engineers to revolutionize equity options trading platforms. At Quantum Financial Technologies, we're pioneering next-generation trading systems that process billions in daily volume. This remote role offers unparalleled impact on Wall Street's most critical infrastructure while enjoying Denver's vibrant tech ecosystem.
We're seeking a visionary engineer to architect low-latency options pricing engines, design scalable risk management frameworks, and collaborate with quantitative researchers to model complex derivative instruments. Your work will directly influence institutional trading strategies across global markets.
Responsibilities
- Develop and optimize high-frequency options pricing models in C++/Python
- Design microservices for real-time risk analytics and position management
- Implement FIX protocol integrations for options exchanges
- Create audit trails for regulatory compliance (SEC FINRA)
- Collaborate with quants to model Black-Scholes and exotic derivatives
- Optimize trading algorithms for sub-millisecond execution
- Lead cloud migration of options processing infrastructure
Qualifications
- 5+ years in C++/Java financial software development
- Deep expertise in equity options pricing models
- Experience with FIX protocol and exchange connectivity
- Mastery of Linux kernel tuning for low-latency systems
- Strong background in multithreading and concurrency
- Familiarity with regulatory frameworks (Dodd-Frank, EMIR)
- BS/MS in Computer Science, Mathematics, or Finance