Quantitative Developer - Options Pricing
Fintal Partners
A leading proprietary trading firm is looking to add an experienced Quantitative Developer to a highly technical pricing and risk engineering team.
This role sits at the intersection of quantitative modeling and high-performance software engineering, focused on building and scaling real-time derivatives pricing and risk systems used directly in live trading environments.
What you’ll be working on:
- Building high-performance pricing and risk infrastructure for derivatives trading
- Developing numerical models focused on options and volatility
- Designing scalable, production-grade systems with a strong focus on latency, stability, and correctness
- Partnering closely with quantitative researchers, traders, and engineers
- Working across the full lifecycle from modeling and implementation through optimization and production deployment
What they’re looking for:
- Strong C++ and/or Java engineering experience in production environments
- Background working on pricing, risk, or quantitative trading systems
- Understanding of derivatives, options theory, and volatility modeling
- Experience translating quantitative models into scalable software systems
- Strong quantitative foundation in math, physics, computer science, or a related field
Vacancy posted 3 days ago
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