Job Description
Are you ready to engineer the future of financial markets? Baltimore Quantitative Strategies is seeking a highly skilled and innovative Software Engineer to join our elite trading division. We are building next-generation low-latency systems to analyze and execute equity options trades in real-time.
In this pivotal role, you will bridge the gap between complex financial mathematics and robust software architecture. You will work on high-performance trading platforms that require precision, speed, and reliability. If you are passionate about options pricing, algorithmic trading, and building scalable systems in a collaborative environment, we want to meet you.
Why Join Us?
- Competitive compensation and performance-based bonuses.
- Comprehensive health, dental, and vision insurance.
- Flexible remote work options and professional development stipends.
- Access to cutting-edge trading technologies and data.
Responsibilities
- Design, develop, and maintain high-frequency trading systems specifically for equity options markets.
- Collaborate with quantitative researchers to translate complex mathematical models into executable code.
- Optimize database queries and system architecture to minimize latency and maximize throughput.
- Implement rigorous testing and CI/CD pipelines to ensure code quality and system stability.
- Monitor system performance in real-time and troubleshoot critical issues during market hours.
- Contribute to the technical roadmap and mentor junior engineers on best practices.
Qualifications
- Bachelor’s or Master’s degree in Computer Science, Mathematics, or a related quantitative field.
- 3+ years of professional software engineering experience.
- Strong proficiency in Python, C++, or Java.
- Deep understanding of options pricing models (Black-Scholes, Binomial, Monte Carlo).
- Experience with Linux environments, SQL databases, and distributed systems.
- Familiarity with financial market concepts, trading APIs, and FIX protocols is a plus.