Job Description
Are you a visionary engineer looking to power the next generation of Equity Options markets? ApexQuant Global is seeking a highly skilled Senior Software Engineer to join our elite Trading Systems team in New York City. You will be at the forefront of financial innovation, building the high-frequency trading infrastructure and risk management tools that define the modern derivatives landscape.
As a key player in our organization, you will collaborate with top-tier quants and traders to develop robust, low-latency pricing models and execution engines. If you are passionate about the intersection of complex mathematics and high-performance software architecture, this is your opportunity to shape the future of fintech.
Why Join ApexQuant?
- Competitive base salary and performance-based bonuses.
- Comprehensive health, dental, and vision insurance.
- Unlimited PTO and flexible remote work options.
- Access to cutting-edge tech stack (C++, Python, Kafka, Kubernetes).
Responsibilities
- Design, develop, and maintain low-latency pricing engines for European and American options using advanced mathematical models (Black-Scholes, Heston).
- Collaborate with quantitative researchers to translate mathematical formulas into efficient, scalable C++ and Python code.
- Optimize existing trading systems to handle millions of daily options trades with sub-millisecond latency.
- Implement and monitor real-time risk management APIs to ensure compliance with exchange regulations and internal risk limits.
- Conduct code reviews, technical mentoring, and architecture planning for junior and mid-level engineers.
- Debug and resolve critical issues in live trading environments, ensuring system stability and data integrity.
- Stay abreast of emerging trends in derivatives technology and contribute to the evolution of our tech stack.
Qualifications
- Bachelor’s or Master’s degree in Computer Science, Mathematics, Physics, or a related quantitative field.
- 5+ years of professional software engineering experience, with a focus on low-latency systems or financial trading platforms.
- Proficiency in C++ (C++11/14/17/20) and Python, with a deep understanding of memory management and multithreading.
- Strong understanding of financial derivatives, options pricing theory, and market microstructure.
- Experience with distributed systems, message queues (Kafka, RabbitMQ), and containerization (Docker, Kubernetes).
- Excellent problem-solving skills and ability to work under pressure in a fast-paced, high-stakes environment.
- Clear communication skills and the ability to articulate complex technical concepts to non-technical stakeholders.