Job Description
Join our elite engineering team at Quantum Financial Technologies, where innovation meets finance. We're revolutionizing equity options trading through cutting-edge software solutions. As a remote-first company with offices in Austin and California, we offer flexibility while fostering collaboration. This role demands expertise in high-frequency trading systems, risk modeling, and low-latency architectures. You'll build mission-critical platforms that process millions of transactions daily, directly impacting global financial markets.
Why Quantum Financial?
• Industry-leading compensation with equity
• Flexible remote work from anywhere in the US
• Annual tech budget of $15,000 for certifications/conferences
• 4-day work week option
• Health/dental/vision with 100% premium coverage
Responsibilities
- Design and implement low-latency options pricing algorithms using C++ and Python
- Develop risk management systems for complex derivatives portfolios
- Optimize trading infrastructure for microsecond-level execution
- Collaborate with quants to model volatility surfaces and Greeks calculations
- Lead system architecture for options trading platforms handling $1B+ daily volume
- Implement market data processing for 50+ global exchanges
- Mentor junior engineers on financial domain knowledge and performance optimization
Qualifications
- 5+ years experience in high-performance trading systems
- Expertise in options pricing models (Black-Scholes, Binomial, Monte Carlo)
- Proficiency in C++/Python with multithreading and network programming
- Strong background in Linux kernel tuning and TCP/IP optimization
- Familiarity with FIX protocol and exchange connectivity
- Bachelor's degree in CS/Engineering or equivalent experience
- Experience with cloud platforms (AWS/GCP) for financial workloads
- Knowledge of regulatory frameworks (SEC, FINRA) for options trading