Job Description
Join the Future of Fintech: Urgent Hiring for Equity Options Engineers
We are seeking elite Software Engineers to build the next generation of high-frequency equity options trading systems. If you are passionate about low-latency systems, complex financial mathematics, and solving critical infrastructure challenges, this is your opportunity to work with top-tier quants in the heart of California.
About the Role
As a Senior Software Engineer at Apex Derivatives, you will architect and maintain the core pricing engines and execution algorithms that power our global options market operations. You will work in a fast-paced environment where code quality and mathematical precision are paramount. This is an urgent hiring initiative to scale our engineering team for a major product launch.
Responsibilities
- Develop High-Frequency Pricing Engines: Build and optimize mathematical models for equity options pricing (e.g., Black-Scholes, Binomial Trees, Monte Carlo simulations) running at sub-millisecond latency.
- System Architecture: Design scalable, fault-tolerant microservices that handle massive volumes of market data and trade execution.
- Latency Optimization: Profile and optimize C++ and Python codebases to ensure minimal latency in live trading environments.
- Market Data Integration: Implement robust connectors for real-time options data feeds (e.g., CME, NASDAQ) and handle data normalization.
- Collaborate with Quants: Partner with quantitative researchers to translate complex mathematical formulas into efficient, production-ready software.
- Code Quality & Security: Enforce rigorous testing standards, code reviews, and security protocols to protect proprietary trading strategies.
Qualifications
- Education: Bachelor’s or Master’s degree in Computer Science, Mathematics, Physics, or a related quantitative field.
- Experience: 5+ years of experience in software engineering, specifically within financial technology (FinTech) or high-frequency trading (HFT).
- Technical Skills: Expert proficiency in C++ (C++17/20) and Python. Experience with low-level systems programming and memory management is essential.
- Financial Knowledge: Deep understanding of equity options, derivatives, and the underlying mathematics of option pricing.
- Infrastructure: Experience with Linux environments, Docker, Kubernetes, and message brokers (Kafka, RabbitMQ).
- Problem Solving: Ability to troubleshoot complex, distributed systems issues under pressure.