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Senior Quantitative Developer

Scalp Trade LLC

Job Description

Job Description

Position Overview

We are seeking an experienced developer with a strong understanding of options theory and derivatives pricing who can translate quantitative research into production trading systems. The ideal candidate understands both the underlying theory and the engineering required to build reliable, low-latency software. Working closely with traders and quantitative researchers, the candidate will transform theoretical pricing models into practical, production-ready implementations, making sound engineering decisions where theory and real-world constraints diverge. This role provides significant ownership over the architecture, design, and implementation of the firm's core pricing technology.

Key Responsibilities
  • Design and implement real-time theoretical pricing models for options

  • Design and implement numerical methods that balance theoretical accuracy with production performance

  • Improve pricing accuracy, computational efficiency, and performance under high-throughput market conditions

  • Work with traders and quantitative researchers to implement and refine theoretical pricing models

  • Participate in architecture design decisions related to scalability, latency, resiliency, and data integrity

  • Collaborate with engineering and trading teams to define technical requirements and deliver production-quality software

Required Qualifications
  • Strong understanding of options pricing theory and derivatives markets

  • Experience implementing quantitative pricing models in production software

  • Strong background in numerical methods, optimization, and computational mathematics

  • Extensive experience developing production trading systems in C++

  • Experience working with APIs, multithreaded systems, and low-latency applications

  • Strong analytical and problem-solving skills with the ability to understand complex software systems and quantitative models

  • Ability to work independently in a fast-moving development environment

  • Ability to balance quantitative rigor with practical engineering constraints when implementing production trading systems

Vacancy posted 3 days ago
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