Job Description
Join Quantum Financial Systems' elite trading technology team in Wichita, KS, as we revolutionize equity derivatives markets. We're seeking a visionary Software Engineer to architect next-generation options pricing engines and low-latency trading platforms. Collaborate with quantitative analysts and traders to build mission-critical systems handling billions in daily volume. Enjoy hybrid work flexibility, cutting-edge tech stack, and direct impact on global financial markets.
Responsibilities
- Design and implement high-performance options pricing algorithms and risk models
- Develop low-latency trading systems for equity options execution
- Optimize C++/Python code for microsecond-level market data processing
- Build real-time analytics dashboards for options volatility surfaces
- Collaborate with quants to validate pricing models against market data
- Implement regulatory compliance features for SEC/CTC reporting
- Lead system architecture for high-availability derivatives platforms
Qualifications
- 5+ years experience in C++/Python for financial systems
- Expertise in options pricing models (Black-Scholes, Binomial, Monte Carlo)
- Proficiency with FIX protocol and market data feeds (ITCH/ITCHv5)
- Strong background in low-latency system design and optimization
- Experience with SQL and time-series databases (KDB+/InfluxDB)
- BS/MS in Computer Science, Mathematics, or Finance
- Familiarity with regulatory frameworks (Dodd-Frank, MiFID II)