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Senior Software Engineer, Derivatives & Options Pricing

Nexus Derivatives
Seattle
Estimated Salary
USD 160.000 – USD 240.000
New
Live Update
2 September 2026
Deadline
2 Sep 2027

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.

Required Skills

C++ Python Low-Latency Trading Financial Engineering Quantitative Finance Monte Carlo Simulation Distributed Systems Linux Market Data

Ready to Take This Challenge?

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