Job Description
Are you a high-caliber Software Engineer passionate about the complexities of Equity Options and quantitative finance? Memphis Fintech Innovations is seeking a technical expert to architect and develop next-generation pricing engines and trading infrastructure.
Located in the heart of the South, our team is rapidly expanding and pushing the boundaries of algorithmic trading. We offer a competitive salary, comprehensive benefits, and a culture that values deep technical expertise.
Why Join Us?
- Work on cutting-edge financial technology that impacts global markets.
- Collaborate with a diverse team of quants and engineers in a modern Memphis office.
- Competitive compensation package with performance bonuses.
Responsibilities
- Develop and maintain high-performance C++ and Python modules for options pricing models (e.g., Black-Scholes, Monte Carlo simulations).
- Design low-latency trading systems capable of handling high-frequency market data feeds.
- Collaborate with quantitative analysts to translate mathematical models into executable code.
- Optimize database queries and data pipelines for real-time risk management reporting.
- Implement robust security protocols and data encryption for sensitive financial data.
- Conduct code reviews and mentor junior engineers on best practices in financial software engineering.
Qualifications
- Master’s or Bachelor’s degree in Computer Science, Mathematics, Physics, or a related quantitative field.
- 3+ years of experience in software development, with a focus on high-frequency trading or financial systems.
- Strong proficiency in Python, C++, or Java.
- Deep understanding of options theory, derivatives pricing, and market mechanics.
- Experience with distributed systems, message queues (Kafka, RabbitMQ), and cloud platforms (AWS, GCP).
- Familiarity with version control (Git) and agile development methodologies.