Job Description
We are a leading innovator in the financial technology sector, dedicated to building high-performance systems for equity options trading. Due to aggressive expansion in the Nevada tech corridor, we are urgently hiring a visionary Software Engineer to join our core engineering team in Las Vegas.
In this role, you will bridge the gap between complex quantitative finance models and high-speed software execution. You will work on the infrastructure that powers multi-million dollar trading strategies, ensuring speed, accuracy, and stability in volatile markets.
Why This Opportunity?
- Immediate Start: We need talent now to meet our Q4 targets.
- Market-Leading Pay: Competitive base salary with significant performance-based bonuses.
- Premium Tech Stack: Work with C++, Python, and distributed systems at scale.
The Role:
We are looking for a self-motivated engineer who thrives in a challenging environment. If you are passionate about low-latency systems and have a background in financial engineering, this is your chance to shape the future of equity derivatives trading.
Responsibilities
- Design, develop, and maintain high-performance pricing models for equity options and derivatives.
- Optimize algorithmic execution engines to reduce latency in real-time market data feeds.
- Implement and maintain risk management systems to ensure regulatory compliance and capital efficiency.
- Collaborate closely with quantitative analysts to translate mathematical models into robust, executable code.
- Conduct rigorous backtesting and stress testing of trading strategies to validate performance.
- Ensure 99.99% uptime of critical trading infrastructure through proactive monitoring and maintenance.
- Participate in code reviews and architectural planning to drive technical excellence.
Qualifications
- Master’s degree in Computer Science, Mathematics, Physics, or Financial Engineering (PhD preferred).
- Deep understanding of stochastic calculus, probability theory, and option pricing theory (Black-Scholes, Binomial, Monte Carlo).
- Proficiency in C++ (C++17/20) and Python for quantitative analysis and scripting.
- Experience with low-latency trading systems and distributed computing (Kafka, Redis, ZeroMQ, or similar).
- Strong problem-solving skills and the ability to work effectively under pressure in a deadline-driven environment.
- Experience with SQL and database optimization for large-scale financial data handling.