1 день назад
Financial Software Engineer (Fintech)
100 000 - 150 000$
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Financial Software Engineer (Fintech): Building low-latency trading, pricing, risk, market data, and analytics systems for fintech applications with an accent on quantitative model implementation, performance optimization, and financial-market infrastructure. Focus on developing derivatives pricing libraries, risk and P&L attribution engines, backtesting platforms, observability, and reliable compliance reporting.
Location: 100% remote within the United States
Salary: $100,000–$150,000 annually
Company
is a technology consulting and software development company delivering cloud, AI, data, and enterprise solutions across the United States.
What you will do
- Design and implement low-latency trading, pricing, risk, and analytics systems in C++, Java, or Python.
- Translate quantitative models from Python or MATLAB prototypes into production-quality software.
- Build market data ingestion and normalization pipelines for high-volume tick data.
- Develop derivatives pricing libraries, risk engines, P&L attribution systems, scenario analysis, stress-testing, and backtesting infrastructure.
- Profile and optimize critical-path code for latency, throughput, concurrency, and resource efficiency.
- Collaborate with quants, traders, risk officers, and other stakeholders while leading incident response, improving observability, documenting systems, and mentoring junior engineers.
Requirements
- Must be based in the United States.
- Bachelor’s or Master’s degree in Computer Science, Mathematics, Physics, or a related quantitative discipline.
- 6+ years of software engineering experience, including significant fintech experience.
- Strong programming skills in C++, Java, or Python, preferably in more than one language.
- Experience building low-latency, high-throughput systems, market data systems, and FIX protocol implementations.
- Knowledge of financial markets, instruments, quantitative methods, risk, P&L attribution, high-performance computing, concurrency, debugging, profiling, and performance tuning.
Nice to have
- Experience with QuantLib or other derivatives pricing libraries.
- Familiarity with kdb+/q or similar columnar tick databases.
- Experience with GPU-accelerated pricing or risk computation.
- Exposure to cloud-native fintech architectures.
- Advanced degree in a quantitative discipline.
Culture & Benefits
- Full-time direct W-2 employment.
- Career growth opportunities within an established organization.
- Collaboration across product, design, engineering, operations, and business functions.
- Eligible applicants include U.S. citizens, Green Card holders, EAD holders, and H-1B transfer candidates.
- New H-1B visa petitions are not sponsored for this position.
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