Job Description
Join Quantum Financial Technologies as a Senior Equity Options Software Engineer and revolutionize derivatives trading systems. We're seeking a brilliant engineer to design and implement high-performance platforms for equity options pricing, risk management, and execution analytics. This contract role offers weekly pay, cutting-edge projects, and the opportunity to work with top-tier financial data providers and exchange APIs.
Our Phoenix-based team operates in a collaborative Agile environment, leveraging cloud-native architectures and machine learning models to solve complex quantitative challenges. You'll contribute to systems processing millions of transactions daily while ensuring regulatory compliance and ultra-low latency performance.
Responsibilities
- Design and develop scalable options pricing engines using Monte Carlo simulations and Black-Scholes models
- Implement real-time risk analytics dashboards for portfolio exposure monitoring
- Optimize trading algorithms for exchange connectivity (NYSE, CBOE, NASDAQ)
- Integrate market data feeds (Bloomberg, Refinitiv) with sub-millisecond processing
- Collaborate with quants to validate mathematical models against market data
- Lead code reviews and architectural discussions for high-throughput systems
- Maintain compliance with SEC and FINRA regulations for derivatives trading
Qualifications
- 5+ years experience in C++ or Java with low-latency financial systems
- Expertise in options pricing models and derivatives mathematics
- Proficiency in Linux, Kubernetes, and cloud deployment (AWS/GCP)
- Familiarity with FIX protocol and exchange connectivity standards
- Strong background in multithreaded programming and lock-free data structures
- Experience with Python for quantitative analysis and backtesting
- BS/MS in Computer Science, Mathematics, or Quantitative Finance