Senior Software Engineer - EQ Derivatives Pricing & Risk

Principal Responsibilities

• Design, build, and maintain real-time equity derivatives pricing and risk systems (including volatility and PnL components).
• Implement robust, scalable, and low-latency server-side components in a multi-threaded environment.
• Collaborate with portfolio managers, risk, and middle office to translate business requirements into technical solutions.
• Contribute to UI components as needed (and learn new UI technologies where required).
• Write clear technical documentation and maintain system design and support guides.
• Develop and execute automated tests using approved frameworks; ensure production quality and reliability.
• Provide level-3 support, troubleshooting, and performance tuning for production systems.

Qualifications & Skills

• 7+ years of professional experience as a server-side software engineer.
• Deep understanding of equity derivatives products (options, volatility products, exotics) and their pricing and risk measures (e.g., Greeks, PnL attribution).
• Strong experience with concurrent, multi-threaded, and low-latency application architectures.
• Expertise in Object-Oriented design, design patterns, and best practices in unit and integration testing.
• Solid knowledge of Unix/Linux environments is required.
• Experience with Agile/Scrum development methodologies is required.
• Exposure to front-end/UI technologies (JavaScript, HTML5) is a plus.
• Experience with cloud platforms and containerization (e.g., Docker, Kubernetes) is a plus.
• B.S. in Computer Science, Mathematics, Physics, Financial Engineering, or related field.
• Demonstrates thoroughness, attention to detail, and strong ownership of deliverables.
• Effective team player with a strong willingness to collaborate and help others.
• Strong written and verbal communication skills; able to explain complex technical and quantitative topics to non-technical stakeholders.
• Proven ability to write clear, concise documentation.
• Fast learner with the ability to adapt to new technologies and business domains.
• Able to perform under pressure, work with ambitious team members, and handle changing priorities.

Pay

The estimated base salary range for this position is $175,000 to $250,000, which is specific to New York and may change in the future. When finalizing an offer, we take into consideration an individual’s experience level and the qualifications they bring to the role to formulate a competitive total compensation package.