Job Description
We are seeking a world-class Software Engineer specializing in Equity Options and quantitative finance to join our dynamic team in Charlotte, NC. You will be instrumental in building the next generation of high-frequency trading systems and risk management tools that drive our market-making strategies.
Why Join Us?
We offer a competitive compensation package, comprehensive benefits, and the opportunity to work on cutting-edge financial technology in a collaborative environment.
Responsibilities
- Develop, optimize, and maintain high-performance pricing engines for complex equity options and derivatives using C++ and Python.
- Collaborate closely with quantitative researchers to translate mathematical models into scalable software architectures.
- Implement and refine numerical algorithms such as Black-Scholes, Monte Carlo simulations, and finite difference methods.
- Ensure system reliability, low-latency performance, and high code quality through rigorous testing and code reviews.
- Design and implement robust risk management and position keeping systems.
- Participate in the full software development lifecycle, from design to deployment and monitoring.
Qualifications
- Master’s or PhD in Computer Science, Mathematics, Physics, or a related quantitative field.
- 5+ years of professional experience in software engineering, with a focus on high-frequency trading, fintech, or quantitative finance.
- Strong proficiency in C++ (including STL, templates) and Python for data analysis.
- Deep understanding of options pricing theory, stochastic calculus, and derivatives markets.
- Experience with Linux environments, multithreading, and performance profiling tools.
- Excellent problem-solving skills and the ability to work in a fast-paced, deadline-driven environment.