Job Description
Join our elite team at Quantum Financial Solutions as we revolutionize equity derivatives trading technology. This urgent hiring opportunity offers a chance to architect low-latency systems handling billions in daily options volume. We're seeking passionate engineers to build next-gen pricing models, trading platforms, and risk analytics tools in our Seattle hub, with expansion opportunities in Austin. Enjoy competitive compensation, comprehensive benefits, and the chance to shape the future of fintech.
Responsibilities
- Design and implement high-performance options pricing and risk management systems
- Optimize trading algorithms for microsecond-level latency in equity derivatives
- Collaborate with quants to model complex volatility surfaces and Greeks calculations
- Develop real-time market data pipelines handling 10M+ events/sec
- Build resilient infrastructure for automated options market-making strategies
- Maintain compliance with SEC/FINRA regulations for derivatives trading
- Lead technical initiatives for scaling options trading platforms
Qualifications
- 5+ years in C++/Java development for high-frequency trading systems
- Expertise in options pricing models (Black-Scholes, Binomial, Monte Carlo)
- Experience with FIX protocol and exchange connectivity
- Strong background in multithreading and lock-free data structures
- Proficiency in Linux kernel tuning and network optimization
- Knowledge of options market microstructure and exchange rules
- BS/MS in Computer Science, Mathematics, or related field
- Experience with cloud-native deployment (AWS/GCP)