Job Description
About Us: Apex Derivatives Technologies is a premier FinTech firm headquartered in the heart of Houston, Texas. We specialize in high-performance computing for global equity options markets. We are seeking a talented and analytical Part-Time Software Engineer to join our quantitative modeling team. This is a unique opportunity to apply your engineering expertise to complex financial problems without the full-time commitment.
The Role:
You will play a critical role in building, optimizing, and maintaining the core pricing engines and risk management systems that power our trading floor. If you have a passion for low-latency systems and a deep understanding of equity derivatives, we want to hear from you.
Responsibilities
- Develop and maintain high-frequency pricing models for equity options using Python and C++.
- Optimize existing algorithms to reduce latency and improve computational accuracy in volatile market conditions.
- Collaborate with quantitative analysts to translate financial theories into robust software architecture.
- Debug and troubleshoot complex issues in distributed systems and data pipelines.
- Conduct code reviews and contribute to the technical documentation of financial models.
- Ensure data integrity and security for sensitive market data feeds.
Qualifications
- Bachelor’s or Master’s degree in Computer Science, Mathematics, Physics, or a related quantitative field.
- 3+ years of professional software engineering experience, preferably in FinTech or high-frequency trading.
- Strong proficiency in Python (NumPy, Pandas) and C++ (STL, Boost, Multithreading).
- Familiarity with options pricing models (Black-Scholes, Binomial, Monte Carlo simulations).
- Experience with Linux environments, Docker, and cloud infrastructure (AWS/Azure).
- Excellent problem-solving skills and ability to work in a fast-paced, deadline-driven environment.