Senior Software Engineer - EQ Derivatives Pricing & Risk
Millennium, New York, New York
About the job
Senior Software Engineer - EQ Derivatives Pricing & Risk
The successful candidate will join a global team responsible for designing and developing Equities Volatility, Risk, PnL, and Market Data systems. You will work hands-on with other developers, QA, and production support, and will partner closely with Portfolio Managers, Middle Office, and Risk Managers. We are looking for a very strong senior engineer with deep knowledge of equity derivatives products and their pricing and risk characteristics.
You must be a highly capable hands-on developer with a solid understanding of front-to-back trading system workflows, especially pricing and risk. Excellent communication skills, strong ownership, and the ability to work effectively in a fast-paced, collaborative environment are essential. Experience in Unix/Linux environments is required; exposure to cloud and containerization technologies is a plus.
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.