Job Description
Join our award-winning fintech team revolutionizing equity derivatives trading! We're seeking a brilliant Software Engineer to architect high-performance systems for institutional options trading platforms. Collaborate with quantitative researchers to build real-time pricing engines and risk management solutions that process millions of transactions daily. Work in a cutting-edge environment where your code directly impacts global financial markets.
Responsibilities
- Design and develop low-latency options pricing engines using C++ and Python
- Implement FIX protocol integrations for options exchanges (NYSE, CBOE, etc.)
- Build distributed systems handling 10k+ transactions/second with <5ms latency
- Optimize Monte Carlo simulations and Black-Scholes models for exotic derivatives
- Create risk analytics dashboards for portfolio exposure monitoring
- Lead code reviews and mentor junior engineers in agile practices
Qualifications
- Bachelor's in CS/Engineering; MS/PhD preferred
- 5+ years experience in high-frequency trading systems
- Expertise in C++, Python, and Linux kernel optimization
- Deep understanding of options pricing models (Black-Scholes, Binomial)
- Proven track record with FIX protocol and exchange connectivity
- Familiarity with GPU acceleration for quantitative computations
- Experience with Kubernetes and distributed databases (Cassandra, Redis)