Job Description
We are seeking a world-class Software Engineer with deep expertise in Equity Options and quantitative finance to join our elite team in Charlotte, NC. At Apex Derivatives, we are redefining the landscape of financial technology by building high-performance pricing engines and risk management systems used by top-tier institutions.
In this role, you will bridge the gap between complex mathematical theory and robust, scalable code. You will work directly on the core pricing infrastructure that drives our trading strategies, ensuring accuracy, speed, and reliability in a dynamic market environment.
Why This Role?
- Premium Compensation: Competitive base salary with performance bonuses.
- Equity Stake: Competitive equity options package.
- Remote & Hybrid: Flexible work arrangements with a primary hub in Charlotte, NC.
Join us in shaping the future of financial markets.
Responsibilities
- Design, implement, and optimize complex Equity Options pricing models, including Black-Scholes, Monte Carlo, and Finite Difference methods, using C++ and Python.
- Develop and maintain real-time risk analytics systems, specifically calculating Greeks (Delta, Gamma, Vega, Theta) for large portfolios.
- Collaborate with quants and traders to translate mathematical models into production-grade software architecture.
- Ensure data ingestion pipelines (Bloomberg, Reuters, FIX) are robust and handle high-frequency market data with low latency.
- Perform code reviews, conduct architectural discussions, and mentor junior developers on best practices in financial software engineering.
- Debug and resolve critical issues in live trading environments to minimize financial risk.
Qualifications
- BS, MS, or PhD in Computer Science, Mathematics, Physics, or Financial Engineering.
- 3-5+ years of professional experience in C++ (proficient) and Python (proficient).
- Strong theoretical understanding of derivatives, specifically Equity Options, interest rate products, and volatility surface modeling.
- Experience with Linux environments, distributed systems, and real-time data processing frameworks (Kafka, Redis).
- Experience with SQL and NoSQL databases for storing and querying financial time-series data.
- Excellent problem-solving skills and ability to work in a fast-paced, deadline-driven environment.