Job Description
Join our elite team of financial engineers to build the next generation of equity options trading platforms. As a Weekend Shift Software Engineer, you'll architect high-performance systems handling billions in daily derivatives volume while enjoying a 4-day work week. Collaborate with quants and traders to optimize option pricing models and trading algorithms in a fast-paced, mission-critical environment.
Responsibilities
- Design and implement low-latency options pricing engines using C++ and Python
- Develop real-time risk management systems for complex derivatives portfolios
- Optimize trading algorithms for millisecond execution on market data feeds
- Integrate with FIX protocol and exchange gateways for options markets
- Build monitoring systems for volatility surfaces and Greeks calculations
- Collaborate with quants to validate Black-Scholes and binomial models
- Maintain 99.99% uptime for weekend batch processing systems
Qualifications
- 5+ years in C++/Python development for financial systems
- Expertise in options pricing models (Black-Scholes, Monte Carlo)
- Experience with FIX protocol and exchange connectivity
- Strong background in multi-threaded Linux environments
- Knowledge of volatility surfaces and Greeks (Delta, Gamma, Vega)
- BS/MS in Computer Science, Mathematics, or Finance
- Experience with market data handlers (ITCH, OUCH)
- Ability to work independently on weekend shifts (Sat-Sun)