Job Description
Are you ready to engineer the backbone of modern financial markets? At Apex Quant Systems, we are building the sophisticated algorithms that drive the world's most complex equity options portfolios. We are seeking a visionary Software Engineer to join our elite Quantitative Development team in New Orleans, LA.
We don't just write code; we define the mathematical logic that powers multi-billion dollar trades. You will work directly with senior quants and traders to optimize pricing engines, enhance risk management systems, and ensure millisecond-level latency across our trading infrastructure.
Why join us?
• Work on high-impact, proprietary financial models.
• Competitive compensation and equity participation.
• Cutting-edge technology stack including C++, Python, and CUDA.
• A collaborative culture that values deep technical expertise.
We don't just write code; we define the mathematical logic that powers multi-billion dollar trades. You will work directly with senior quants and traders to optimize pricing engines, enhance risk management systems, and ensure millisecond-level latency across our trading infrastructure.
Why join us?
• Work on high-impact, proprietary financial models.
• Competitive compensation and equity participation.
• Cutting-edge technology stack including C++, Python, and CUDA.
• A collaborative culture that values deep technical expertise.
Responsibilities
- Design and implement high-performance pricing libraries for European and American options, utilizing advanced numerical methods like Finite Difference and Monte Carlo simulation.
- Optimize existing C++ codebases to reduce latency and improve throughput for real-time market data ingestion.
- Collaborate with quantitative analysts to refine volatility surface models and implement stochastic volatility frameworks.
- Develop and maintain robust risk management systems to monitor exposure across diverse equity option strategies.
- Integrate with external market data feeds (e.g., Bloomberg, CME) and internal execution venues.
- Conduct code reviews, perform unit testing, and ensure system reliability and security.
Qualifications
- B.S., M.S., or Ph.D. in Computer Science, Mathematics, Physics, or a related quantitative field.
- Strong proficiency in C++ (C++14/17/20) with a deep understanding of memory management and multi-threading.
- Experience with Python for scripting, data analysis, and prototyping pricing models.
- Deep understanding of options theory, including Black-Scholes, Greeks, and exotic derivatives structures.
- Experience working in Linux environments, shell scripting, and performance profiling tools.
- Familiarity with version control (Git) and Agile development methodologies.