Job Description
Join Quantum Financial Tech's pioneering team as a Senior Equity Options Software Engineer. We're revolutionizing derivative pricing technology with cutting-edge algorithms and real-time market data processing. Enjoy the flexibility of daily pay while building mission-critical systems that power institutional trading platforms across global markets.
Our Oakland hub offers collaborative innovation spaces, competitive benefits, and direct impact on $2B+ daily transaction volume. Perfect for engineers seeking autonomy, competitive compensation, and work-life balance.
Responsibilities
- Design and implement high-performance pricing models for equity options, exotic derivatives, and volatility surfaces
- Develop low-latency trading systems handling 10K+ transactions per second with sub-millisecond latency
- Create real-time risk management frameworks for options portfolios using Monte Carlo simulations
- Optimize C++/Python codebases for GPU acceleration and distributed computing environments
- Collaborate with quants to validate Black-Scholes, Binomial Tree, and stochastic volatility models
- Implement FIX protocol integrations for options exchanges and dark pools
- Mentor junior engineers on financial mathematics and clean architecture principles
Qualifications
- 5+ years experience in options pricing, quantitative finance, or high-frequency trading systems
- Expertise in C++, Python, and at least one JVM language (Java/Scala)
- Strong mathematical background in stochastic calculus, PDEs, and numerical methods
- Experience with market data providers (Bloomberg, Refinitiv) and FIX protocol
- Proven track record optimizing systems for GPU/CPU parallelization
- Familiarity with cloud infrastructure (AWS/GCP) and Kubernetes orchestration
- BS/MS in Computer Science, Mathematics, or Financial Engineering
- CFA or FRM certification preferred