We are seeking a motivated, self-directed, and technically outstanding developers with a strong quantitative background to join our team of Software Engineers responsible for building systems that support our options trading, valuation, and risk management infrastructure. With the ever-changing demands of markets and financial technology worldwide, these systems are in a constant state of improvement and expansion.
- Engage in full cycle development of custom-built options valuation and risk management systems
- Communicate with traders, risk managers, and quantitative analysts to identify issues and develop improvements to pricing and risk systems
- Gather requirements, design solutions, iterate on implementations with peers and business advisors, participate in code reviews, and deliver products in a timely manner
- Troubleshoot and solve complex problems escalated by trading and support staff
- Provide insights on and help prioritize tasks to optimize, modernize, and improve the accuracy, performance, and scalability of our systems
- Document mathematical specifications, model assumptions, software requirements, and test cases
- Keep abreast of emerging developments in derivatives pricing theory, numerical methods, and financial technology
- Strong foundation in advanced mathematics and statistics, including probability theory, stochastic calculus, numerical methods, and linear algebra
- Experience with data analytic tools such as SQL, Pandas, Jupyter, or similar, with an emphasis on financial time-series and market data
- Experience with Windows, Linux, Python, .Net, WPF
- Familiarity with options pricing models, risk metrics (Greeks, scenario analysis, volatility surfaces), market microstructure, and options trading workflows is a strong plus
- Be organized, self-directed, and dependable; able to manage your own workload and provide reasonable estimates for completion
- Have superb analytical and problem-solving skills, particularly in translating mathematical models into robust, high-performance code
- Have excellent verbal and written communication skills, able to convey quantitative concepts and design decisions to both technical and non-technical stakeholders