Job Description
Join our elite team building next-generation trading infrastructure for equity derivatives at Quantum Financial Systems. We're urgently seeking a talented Software Engineer to architect and implement low-latency systems for options pricing, risk management, and algorithmic execution. This is a mission-critical role in our San Francisco headquarters where you'll collaborate with quant analysts and traders to solve complex financial challenges. Work with cutting-edge technology in a fast-paced environment that values innovation and performance.
Responsibilities
- Design and develop high-performance C++/Python systems for options pricing models and risk analytics
- Optimize trading algorithms for microsecond latency in options execution workflows
- Implement robust market data ingestion and normalization for equity derivatives
- Collaborate with quants to validate pricing models and hedge strategies
- Build scalable infrastructure supporting 10,000+ transactions per second
- Develop comprehensive unit/integration tests for mission-critical trading components
- Monitor system performance and proactively identify optimization opportunities
Qualifications
- 5+ years experience in low-latency systems development for financial markets
- Expertise in C++ and Python with deep understanding of concurrency and memory management
- Strong background in options pricing models (Black-Scholes, Binomial Trees, Monte Carlo)
- Proficiency in Linux kernel tuning and network optimization
- Experience with FIX protocol and electronic trading platforms
- Knowledge of options greeks and risk management frameworks
- BS/MS in Computer Science, Mathematics, or Engineering from top-tier institution