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Information Technology 🏢 Full Time ⭐️ Verified

Senior Equity Options Software Engineer (Weekend Shift)

Quantum Financial Solutions
Boston, MA
Estimated Salary
USD 145.000 – USD 195.000
New
Live Update
7 Oktober 2026
Deadline
7 Okt 2027

Job Description

Join our elite team at Quantum Financial Solutions as a Senior Equity Options Software Engineer. We're revolutionizing options trading technology with cutting-edge solutions for global financial institutions. This weekend-shift role (Friday-Sunday) offers competitive compensation, remote flexibility, and the chance to work on high-stakes systems handling billions in daily transactions. You'll collaborate with top-tier quants and engineers to build ultra-low-latency platforms that power complex derivatives strategies.

We offer comprehensive benefits including equity participation, unlimited PTO, and professional development stipends. Our culture values innovation, work-life balance, and technical excellence. If you're passionate about solving complex financial engineering challenges and want to make an impact in the derivatives space, this is your opportunity.

Responsibilities

  • Design, develop, and maintain high-performance options pricing and risk management systems
  • Optimize C++/Java microservices for sub-millisecond execution in electronic trading environments
  • Implement and validate exotic option pricing models (Black-Scholes, Monte Carlo, binomial trees)
  • Collaborate with quants to translate mathematical models into production-ready code
  • Build real-time monitoring and alerting systems for options book positions and P&L
  • Lead code reviews and architectural discussions for critical trading infrastructure
  • Document complex financial systems for regulatory compliance and knowledge transfer

Qualifications

  • 5+ years experience in C++/Java development for financial systems or HFT platforms
  • Deep understanding of equity derivatives, volatility surfaces, and option Greeks
  • Expertise in low-latency networking (FIX protocol) and Linux kernel tuning
  • Strong background in multithreaded programming and lock-free data structures
  • Familiarity with options pricing libraries (QuantLib, Boost.Spirit) or equivalent
  • BS/MS in Computer Science, Mathematics, or related quantitative field
  • Experience with cloud deployment (AWS/GCP) and CI/CD pipelines
  • Ability to work independently during weekend shifts with on-call rotation

Required Skills

C++ Java Linux FIX Protocol Options Pricing Low-Latency Systems Multithreading QuantLib AWS Kubernetes

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