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Senior Equity Options Software Engineer

Quantum Financial Solutions
Kansas City, MO
Estimated Salary
USD 140.000 – USD 180.000
Live Update
11 Agustus 2026
Deadline
11 Agu 2027

Job Description

Join our dynamic team at Quantum Financial Solutions as a Senior Equity Options Software Engineer. You'll design and build high-performance trading systems that power our options trading desk, leveraging cutting-edge technology to solve complex financial challenges. This hybrid role offers the flexibility of remote work with collaborative in-office sessions in our Kansas City innovation hub. You'll work alongside world-class quants and traders to develop real-time pricing engines and risk management platforms that handle billions in daily transactions.

We're seeking a passionate engineer who thrives in fast-paced environments and is excited by the intersection of finance and technology. Our culture emphasizes innovation, continuous learning, and making a tangible impact in the derivatives market. If you're ready to shape the future of options trading technology, we want to hear from you.

Responsibilities

  • Design and implement low-latency options pricing algorithms and risk models using C++ and Python
  • Develop microservices architecture for options trading workflows using Kubernetes and Docker
  • Optimize trading systems for high-frequency execution and market data processing
  • Collaborate with traders to translate complex financial requirements into technical specifications
  • Lead code reviews and mentor junior engineers in best practices
  • Implement robust testing frameworks for financial models and trading systems
  • Monitor system performance and proactively identify optimization opportunities

Qualifications

  • Bachelor's degree in Computer Science, Mathematics, or related field (MS preferred)
  • 5+ years experience in financial software development, specifically with options derivatives
  • Expert proficiency in C++ and Python with strong multithreading knowledge
  • Deep understanding of Black-Scholes and Monte Carlo pricing models
  • Experience with high-performance trading systems and low-latency architectures
  • Familiarity with FIX protocol and market data feeds (ITCH/ITCHv4.1)
  • Strong problem-solving skills and ability to work in agile environments

Required Skills

C++ Python Options Pricing Black-Scholes Monte Carlo Low-Latency Systems Kubernetes FIX Protocol Market Data Risk Management

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