Job Description
Join our dynamic fintech team at Quantum Financial Technologies, where innovation meets Wall Street. We're revolutionizing equity derivatives trading through cutting-edge software solutions. As a key member of our Minneapolis-based engineering hub, you'll architect and deploy high-performance systems that power complex options pricing, risk management, and trading platforms for global financial institutions. Enjoy hybrid work flexibility, competitive equity packages, and the opportunity to shape the future of financial technology.
Responsibilities
- Design and implement low-latency options pricing engines using C++ and Python
- Develop microservices for real-time risk analytics and market data processing
- Collaborate with quants to model Black-Scholes and Monte Carlo simulations
- Optimize trading algorithms for high-frequency options execution
- Build robust APIs for portfolio management and compliance reporting
- Lead code reviews and mentor junior engineers on financial software best practices
Qualifications
- 5+ years experience in high-performance financial software development
- Expertise in C++/Python with deep understanding of multithreading and memory management
- Strong background in equity derivatives, volatility surfaces, and option Greeks
- Proficiency with Linux, Docker, and cloud infrastructure (AWS/GCP)
- BS/MS in Computer Science, Mathematics, or related quantitative field
- Familiarity with FIX protocol and market data feeds (Bloomberg, Refinitiv)