Software Development Engineer in Test

We're looking for a sharp, technically deep SDET to own quality across our trading systems — from order execution engines to real-time risk analytics.

You'll work alongside quants, traders, and engineers to ensure our platform behaves correctly under normal conditions and at the edge cases that matter most in live markets.

As AI becomes core to how we trade and operate, you'll also help us test and validate the models and pipelines that power it.

• Develop end-to-end, integration, and unit test suites covering options pricing models (Black-Scholes, binomial trees), order lifecycle, and P&L calculations
• Test and validate AI/ML models used in signal generation, volatility forecasting, and trade execution — including drift detection, model regression, and output boundary testing
• Build evaluation harnesses for LLM-powered tools used internally (e.g., trade summarization, risk Q&A, alert triage) to assess accuracy, hallucination rates, and latency
• Simulate realistic market scenarios including high-volatility events, expiry dates, and corporate actions to stress-test system behavior
• Validate FIX protocol messaging, OMS/EMS integrations, and exchange connectivity (CBOE, ISE, etc.)
• Collaborate with quants to write test cases that verify Greeks (delta, gamma, vega, theta) and pricing accuracy under various market conditions
• Build performance and load testing harnesses to validate sub-millisecond latency requirements
• Design data quality pipelines to validate training data, feature stores, and model inputs for correctness and consistency
• Participate in code reviews and advocate for testability in system design
• Own CI/CD pipeline quality gates, including ML model promotion gates (shadow mode, A/B, champion/challenger)
• Investigate production incidents and translate findings into regression tests

• 4+ years of SDET or QA Engineering experience, with at least 2 years in financial services or trading systems