Job Description
We are a leading high-frequency trading firm specializing in equity options and complex derivatives. We are seeking a visionary Software Engineer to join our elite engineering team in New York, NY. You will be instrumental in building the low-latency infrastructure that powers our market-making strategies and pricing engines.
In this role, you will bridge the gap between quantitative research and production systems, ensuring our technology stack delivers precision and speed in volatile markets.
Why Join Us?
- Competitive base salary and performance-based bonus structure.
- Comprehensive equity options package (RSUs) to align your success with the firm's growth.
- Access to cutting-edge hardware and proprietary trading technologies.
- Work with a team of the brightest minds in finance and technology.
Responsibilities
- Develop Pricing Engines: Architect and optimize high-performance software for real-time equity options pricing and volatility modeling.
- Low-Latency Systems: Write highly optimized C++/Rust code to minimize latency in execution and data dissemination.
- Infrastructure Scalability: Design distributed systems capable of handling millions of transactions per second with zero downtime.
- System Reliability: Implement robust monitoring, logging, and failover mechanisms to ensure operational resilience.
- Quantitative Collaboration: Partner with quantitative researchers to translate complex mathematical models into efficient software implementations.
- Security & Compliance: Enforce strict data security protocols and ensure compliance with NY regulatory standards.
Qualifications
- Education: Bachelor’s or Master’s degree in Computer Science, Mathematics, Physics, or a related quantitative field.
- Programming: Strong proficiency in C++, Rust, or Java with a deep understanding of memory management and concurrency.
- Experience: 4+ years of experience in low-latency trading systems, high-frequency finance, or large-scale distributed systems.
- Tools: Expert knowledge of Linux environments, compilers, and profiling tools.
- Domain Knowledge: Familiarity with financial derivatives, options pricing (Black-Scholes, Monte Carlo), or market microstructure is a significant plus.
- Soft Skills: Exceptional problem-solving abilities and the ability to thrive in a fast-paced, high-pressure environment.