Job Description
Are you a high-performance engineer passionate about the intersection of finance and technology? Omaha Quantitative Solutions is seeking a world-class Software Engineer to architect and deploy robust trading systems for the complex world of Equity Options.
Located in the heart of the Midwest, we are building a state-of-the-art proprietary trading desk. You will be responsible for the software infrastructure that powers our decision engines, ensuring millisecond latency and zero downtime. We are looking for individuals who thrive in high-pressure environments and want to build the engines of modern finance.
Key Highlights:
- Work with cutting-edge low-latency technologies in a collaborative environment.
- Competitive compensation package including base salary and performance bonuses.
- Opportunity to work directly with quantitative analysts to translate complex strategies into code.
If you are ready to take your engineering career to the next level in a stable and dynamic financial hub, we want to meet you.
Responsibilities
- Design, develop, and maintain high-frequency trading systems specifically tailored for equity options markets.
- Optimize existing codebases to reduce latency and improve throughput in execution engines.
- Develop robust risk management and position keeping systems to handle complex option greeks.
- Integrate and normalize real-time market data feeds from multiple exchanges.
- Collaborate closely with quantitative analysts to turn strategy logic into production-ready software.
- Ensure 99.99% system availability and fault tolerance in all trading infrastructure.
- Conduct code reviews and mentor junior engineers on best practices in low-latency development.
Qualifications
- Bachelor’s degree in Computer Science, Engineering, or a related technical field (Master’s degree preferred).
- 5+ years of professional experience in software engineering, with a strong focus on low-latency or high-performance systems.
- Proficiency in C++, Java, or Go, with a deep understanding of memory management and concurrency.
- Experience working in Linux environments and using performance profiling tools (e.g., Perf, Valgrind).
- Strong understanding of financial markets, specifically equity options and derivatives pricing models.
- Familiarity with TCP/IP networking, sockets, and asynchronous I/O patterns.