Job Description
Join our elite FinTech team building next-generation trading systems for global equity derivatives. We're urgently hiring a Senior Software Engineer to architect low-latency options pricing platforms used by top-tier hedge funds and investment banks. This is your chance to shape the future of algorithmic trading at the intersection of finance and cutting-edge technology.
Why Quantum Financial Systems? We're a Series B-funded startup disrupting $2T+ equity options markets with AI-driven execution engines. Enjoy equity, remote flexibility, and the opportunity to solve problems that directly impact global markets.
Responsibilities
- Design and implement microservices for options pricing algorithms and risk analytics
- Optimize C++/Java trading engines for sub-microsecond latency in high-throughput environments
- Develop real-time market data ingestion systems handling 1M+ messages/second
- Collaborate with quants to model Black-Scholes and exotic option pricing models
- Build resilient infrastructure with Kubernetes, Kafka, and AWS
- Mentor junior engineers on financial systems best practices
Qualifications
- 5+ years experience in low-latency C++/Java systems for financial markets
- Deep expertise in equity options pricing (Black-Scholes, Monte Carlo)
- Proven track record with FIX protocol and exchange connectivity
- Mastery of Linux kernel tuning and network optimization
- Strong background in distributed systems (Kubernetes, gRPC)
- BS/MS in Computer Science, Mathematics, or equivalent
- Familiarity with Python for data analysis and model validation