Job Description
Join our elite financial engineering team building next-generation equity options trading platforms. This night-shift role offers unparalleled exposure to high-frequency trading systems while maintaining work-life balance with daytime availability. You'll architect low-latency solutions that power global derivatives markets in a cutting-edge environment.
We're seeking innovators passionate about optimizing complex financial algorithms and distributed systems. Our Portland tech hub fosters collaboration between quants, traders, and engineers to solve real-world market challenges.
Responsibilities
- Design and implement high-performance options pricing engines using C++/Java
- Develop microservices for market data ingestion and risk analytics
- Optimize trading algorithms for sub-millisecond latency requirements
- Build real-time monitoring systems for options book and P&L tracking
- Collaborate with quants to model volatility surfaces and Greeks calculations
- Implement robust failover mechanisms for 24/7 trading operations
- Lead code reviews and architectural decisions for the derivatives platform
Qualifications
- Bachelor's degree in Computer Science or equivalent technical field
- 5+ years experience in low-latency financial systems or HFT
- Expertise in C++, Java, and distributed computing frameworks
- Deep understanding of options pricing models (Black-Scholes, Binomial)
- Proficiency with Linux kernel tuning and network optimization
- Experience with FIX protocol and market data feeds (ITCH/ITCH50)
- Strong knowledge of concurrency patterns and lock-free algorithms