Job Description
Join a cutting-edge fintech team revolutionizing Equity Options analytics and execution. We are seeking a Senior Software Engineer to architect the next generation of low-latency trading infrastructure in the vibrant city of New Orleans.
At Apex Derivatives, we don't just process trades; we model the future of volatility. You will work directly with quants and traders to build robust systems that handle complex derivatives pricing models in real-time. If you are driven by performance, precision, and the thrill of the financial markets, this is your opportunity to lead impactful projects in a dynamic environment.
Why New Orleans? It’s the cultural capital of the South, offering a thriving tech scene, world-class cuisine, and an affordable cost of living without compromising on high-end opportunities.
Responsibilities
- Design and implement high-performance, low-latency software for Equity Options trading engines.
- Collaborate with quantitative researchers to translate complex mathematical models into efficient production code.
- Optimize database schemas and query performance for high-volume market data ingestion and storage.
- Maintain and secure our FIX protocol gateways and market data feeds (ITCH/FAST).
- Conduct rigorous code reviews and mentor junior engineers to foster a culture of engineering excellence.
- Monitor system health, identify bottlenecks, and implement scalable solutions for fault tolerance.
Qualifications
- Bachelor’s or Master’s degree in Computer Science, Mathematics, Physics, or a related quantitative field.
- 5+ years of professional software engineering experience, preferably in Fintech or High-Frequency Trading.
- Strong proficiency in C++ (essential) and Python.
- Deep understanding of Options Pricing Models (Black-Scholes, Binomial, Monte Carlo) and derivatives market structures.
- Experience with distributed systems, message queues (Kafka, RabbitMQ), and in-memory data stores (Redis, Hazelcast).
- Experience with FIX Protocol and market data handling is highly preferred.