Job Description
Are you a visionary engineer looking to solve high-frequency trading challenges at the core of the financial markets? Omaha Quantitative Technologies is a rapidly expanding leader in derivative analytics, seeking a Senior Software Engineer to join our Omaha-based team.
We build the infrastructure that powers next-generation equity options pricing and risk management. You will work directly with quants and data scientists to deploy scalable, high-performance systems that handle millions of data points per second. If you thrive in a fast-paced, high-stakes environment and want to build software that moves markets, we want to meet you.
Responsibilities
- Develop and maintain low-latency, high-throughput pricing engines for equity options and complex derivatives.
- Translate quantitative research models into robust, production-ready C++ and Python code.
- Optimize system architecture to ensure sub-millisecond execution times and data integrity.
- Collaborate with cross-functional teams to integrate real-time market data feeds (FIX, WebSocket).
- Mentor junior engineers and conduct code reviews to ensure best practices in fintech development.
- Debug and resolve performance bottlenecks in distributed systems and databases.
Qualifications
- Minimum of 5 years of software engineering experience, with a focus on low-latency systems or fintech.
- Strong proficiency in C++ (required) and Python.
- Deep understanding of financial mathematics, specifically equity options pricing models (Black-Scholes, Binomial, Monte Carlo).
- Experience with message queues (Kafka, RabbitMQ) and caching technologies (Redis).
- Familiarity with Linux environments, Docker, and CI/CD pipelines.
- BS in Computer Science, Mathematics, or a related quantitative field.