Job Description
Join Quantum Financial Systems, a leader in algorithmic trading platforms, as we revolutionize equity derivatives markets. We're seeking a Senior Software Engineer to design and build next-generation options pricing and risk management systems. Collaborate with quantitative researchers and traders to deliver low-latency solutions processing millions of transactions daily. This role offers unparalleled exposure to cutting-edge financial technology in our Manhattan headquarters.
Responsibilities
- Develop high-performance C++ and Python applications for options pricing models and volatility surfaces
- Design real-time risk analytics frameworks supporting exotic derivatives and structured products
- Implement market data ingestion systems handling tick-by-tick options chains
- Optimize trading algorithms for microsecond latency in order execution
- Create audit trails and compliance modules for regulatory reporting (SEC, FINRA)
- Lead code reviews and architectural decisions for distributed trading systems
Qualifications
- 5+ years experience in low-latency financial software development
- Expertise in options pricing (Black-Scholes, Monte Carlo, binomial trees)
- Proficiency in C++17/20, Python, and Linux kernel tuning
- Strong understanding of FIX protocol and market data feeds (ITCH, OUCH)
- Familiarity with cloud platforms (AWS/GCP) and containerization
- Master's degree in Computer Science, Mathematics, or equivalent