Job Description
We are seeking a visionary Software Engineer to join our elite derivatives pricing team. At Apex Derivatives Analytics, we build the core infrastructure that powers global equity options markets. If you are passionate about high-frequency algorithmic trading, complex mathematical modeling, and building scalable financial software, we want to meet you.
As a key member of our team, you will bridge the gap between quantitative finance and robust software engineering. You will work on cutting-edge pricing engines, volatility surface modeling, and risk management systems used by top-tier institutional traders. This is a unique opportunity to impact the financial ecosystem while enjoying a flexible, remote-first culture.
Responsibilities
- Develop and maintain high-performance pricing engines for equity options, using models such as Black-Scholes, Heston, and Monte Carlo simulations.
- Optimize existing C++ and Python codebases to handle millions of market data points per second with sub-millisecond latency.
- Collaborate with quantitative researchers to translate mathematical models into production-ready software architecture.
- Implement and maintain robust risk management and P&L reconciliation systems.
- Ensure data integrity across Bloomberg, Refinitiv, and proprietary data feeds.
- Conduct code reviews, technical mentoring, and contribute to the engineering team's best practices.
Qualifications
- Bachelor’s or Master’s degree in Computer Science, Mathematics, Physics, or a related quantitative field.
- 5+ years of professional experience in software engineering, with a focus on high-frequency trading or financial systems.
- Deep understanding of options theory, including Greeks (Delta, Gamma, Vega, Theta), implied volatility, and barrier options.
- Proficiency in C++ (advanced STL, memory management) and Python (NumPy, Pandas, SciPy).
- Experience with distributed systems, message queues (Kafka, RabbitMQ), and database technologies (PostgreSQL, TimescaleDB).
- Strong problem-solving skills and the ability to work in a fast-paced, dynamic environment.