Job Description
Join our elite team building next-generation trading platforms for equity derivatives. This immediate hire opportunity offers the chance to architect high-performance systems handling complex options pricing models and real-time market data at the intersection of finance and technology.
We're seeking a visionary engineer to modernize our options trading infrastructure, working with cutting-edge tools in a collaborative environment that values innovation and precision.
Responsibilities
- Design and implement low-latency options pricing engines using C++ and Python
- Develop real-time risk management systems for equity derivatives portfolios
- Create APIs connecting options trading platforms to market data feeds
- Optimize algorithms for volatility surface calculations and Greeks computation
- Collaborate with quantitative analysts to model exotic options strategies
- Maintain robust testing frameworks for options trading applications
Qualifications
- 5+ years experience in financial software development, specifically with options trading
- Expertise in C++ and Python with strong multithreading knowledge
- Deep understanding of Black-Scholes and binomial tree models
- Familiarity with FIX protocol and exchange connectivity
- Proven track record optimizing high-frequency trading systems
- BS/MS in Computer Science, Mathematics, or related field
- Experience with Linux kernel tuning and network optimization