Job Description
Nexus Derivatives is revolutionizing the financial landscape by building next-generation algorithmic trading infrastructure. We are looking for a Senior Software Engineer specializing in equity options and complex derivatives pricing to join our high-performance team in Seattle, WA.
In this role, you will bridge the gap between quantitative finance and high-scale software engineering. You will work directly with quants and researchers to translate mathematical models into ultra-low latency trading systems. If you are passionate about solving complex computational problems in a high-stakes environment, we want to hear from you.
Why Nexus Derivatives?
- Work with cutting-edge technology (C++, Python, Rust) in a low-latency environment.
- Competitive compensation and equity packages.
- Flexible remote/hybrid options in the heart of the Pacific Northwest.
Responsibilities
- Design, develop, and optimize high-performance engines for real-time equity options pricing (Black-Scholes, Monte Carlo, Finite Difference methods).
- Collaborate with quantitative researchers to implement and validate complex mathematical models for volatility surfaces and exotic options.
- Architect scalable distributed systems capable of processing millions of market data points per second with microsecond latency.
- Maintain and refactor existing pricing libraries to ensure numerical stability and computational efficiency under extreme market conditions.
- Debug and resolve critical issues in live trading environments, ensuring 99.999% uptime.
- Conduct code reviews and mentor junior engineers on best practices in financial software engineering.
Qualifications
- Bachelor’s or Master’s degree in Computer Science, Mathematics, Physics, or Financial Engineering.
- 5+ years of experience in software engineering with a focus on low-latency systems or high-frequency trading.
- Deep proficiency in C++ (required) and Python. Experience with Rust or Go is a plus.
- Strong understanding of financial mathematics, specifically options pricing theory and stochastic calculus.
- Experience with Linux environments, multi-threading, and parallel computing.
- Proven ability to write clean, maintainable, and well-documented code in a team setting.