Job Description
Join Quantum Financial Systems as a Senior Equity Options Software Engineer and revolutionize the future of quantitative finance. We're seeking a visionary engineer to architect and deploy low-latency trading systems that power global equity options markets. Collaborate with elite quants and traders to build cutting-edge solutions for complex derivatives pricing, risk management, and automated execution. This role offers unparalleled exposure to high-frequency trading (HFT) architectures, machine learning-driven analytics, and cloud-native infrastructure. Enjoy competitive compensation, flexible remote work, and opportunities to shape the next generation of financial technology.
Responsibilities
- Design and implement high-performance C++/Python systems for real-time options pricing and risk analytics
- Develop microservices-based architectures supporting multi-asset options trading platforms
- Optimize trading algorithms for sub-microsecond latency in electronic markets
- Create robust data pipelines handling 10M+ market events daily with zero data loss
- Collaborate with quantitative researchers to model exotic options and volatility surfaces
- Implement rigorous testing frameworks ensuring 99.999% system uptime
- Mentor junior engineers on financial domain knowledge and best practices
Qualifications
- 5+ years experience in low-latency systems development for financial markets
- Expertise in C++/Python with deep understanding of memory management and concurrency
- Strong knowledge of equity options pricing models (Black-Scholes, Binomial, Monte Carlo)
- Proficiency in Linux kernel tuning and network optimization (DPDK, kernel bypass)
- Familiarity with FIX protocol and exchange connectivity protocols
- Experience with cloud platforms (AWS/GCP) and container orchestration (Kubernetes)
- BS/MS in Computer Science, Mathematics, or related quantitative field