Job Description
Are you a visionary engineer passionate about the mechanics of financial markets? Apex Derivatives Corp is seeking a Senior Software Engineer to join our elite Quantitative Trading division. In this role, you will be at the forefront of Equity Options pricing and risk management, building the algorithms that power our trading strategies in a high-frequency environment.
We are a global leader in financial technology, offering a hybrid work model with a primary focus on remote work across the United States. Based in Chicago, Illinois, we are looking for individuals who thrive on solving complex mathematical problems and possess a deep understanding of the derivatives landscape.
Why Join Our Team?
- Work with state-of-the-art options pricing models (Black-Scholes, Monte Carlo, Binomial).
- Competitive compensation package with performance-based bonuses.
- Flexible remote work options across the US.
- Collaborative culture that values technical excellence and innovation.
Responsibilities
- Design, develop, and optimize high-performance options pricing engines using C++ and Python.
- Implement and validate complex derivatives pricing models for Equity Options and Exotic structures.
- Collaborate with quantitative researchers to translate mathematical models into production code.
- Ensure real-time accuracy of Options Greeks (Delta, Gamma, Vega, Theta) across multiple asset classes.
- Conduct code reviews and mentor junior engineers in quantitative finance best practices.
- Monitor system performance and latency to ensure sub-millisecond execution speeds.
Qualifications
- Bachelor’s degree in Computer Science, Mathematics, Physics, or Financial Engineering (Master’s preferred).
- Proven experience in software development with a focus on performance and numerical stability.
- Deep understanding of equity options markets, volatility surfaces, and the Bloomberg Terminal.
- Proficiency in C++ (STL, Boost) and Python (NumPy, Pandas, SciPy).
- Familiarity with options pricing methodologies and risk management systems.
- Strong analytical skills and the ability to work in a fast-paced, high-stakes trading environment.