Job Description
The Opportunity:
We are a premier financial technology firm driving innovation in equity options markets. We are currently expanding our elite engineering team and offering an Immediate Hire opportunity for a Senior Software Engineer to join our Washington DC headquarters with hybrid collaboration opportunities in Ohio. If you are passionate about high-frequency trading, complex financial modeling, and building robust systems, we want to hear from you.
Why Join Us?
- Competitive compensation package including equity-based bonuses.
- Work with cutting-edge technology in a low-latency environment.
- Hybrid work model available (Washington DC & Ohio offices).
- Professional development in the heart of the financial capital.
Key Responsibilities:
- Design, develop, and optimize high-performance software components for equity options pricing and execution engines.
- Collaborate closely with quantitative analysts to translate complex mathematical models into scalable code.
- Maintain and enhance existing C++ and Python codebases to ensure high availability and low latency.
- Implement robust risk management systems to monitor and mitigate exposure in real-time.
- Participate in full SDLC, including code reviews, architectural planning, and technical mentoring for junior engineers.
- Ensure strict compliance with SEC regulations and financial industry standards.
Qualifications:
- BS, MS, or PhD in Computer Science, Mathematics, Physics, or a related field.
- 3-5+ years of professional software engineering experience, preferably within fintech, high-frequency trading, or financial services.
- Strong proficiency in C++ (preferred) or Python with a deep understanding of memory management and performance optimization.
- Experience with financial derivatives, specifically options pricing models (Black-Scholes, Binomial Trees, Monte Carlo simulations).
- Familiarity with Linux environments, multithreading, and distributed systems.
- Excellent problem-solving skills and the ability to work in a fast-paced, dynamic environment.
Responsibilities
- Design and implement low-latency trading algorithms for equity options markets.
- Collaborate with quantitative analysts to model complex derivative pricing scenarios.
- Maintain and optimize existing C++ and Python codebases for peak performance.
- Ensure compliance with SEC regulations and internal risk management protocols.
- Participate in code reviews and technical architecture planning.
Qualifications
- BS/MS in Computer Science, Engineering, or Finance (or equivalent experience).
- 3+ years of experience in software development, preferably in fintech or quantitative finance.
- Strong proficiency in C++ and Python.
- Deep understanding of options pricing models (Black-Scholes, Binomial).
- Experience with Linux environments, multi-threading, and distributed systems.