Front Office Java Developer

Hong Kong - Hong Kong

Monthly Salary: Not Disclosed

Posted on: 5 hours ago

Vacancies: 1 Vacancy

Job Summary

Primary Responsibilities

Develop and enhance tools and processes for market data calibration marking and automation across equity derivatives.
Lead volatility-related workflows including deriving implied vols from listed option prices and marking volatility shifts around corporate actions and market events.
Collaborate closely with Sales Trading Strats Financial Engineering and IT to streamline pricing booking and overall front-to-back workflows.
Ensure accuracy consistency and robustness of volatility surfaces and market data used in pricing and risk systems.
Contribute to continuous improvements in model reliability data quality and system efficiency within fast-paced front office environments.

Required Skills & Qualifications

Bachelors or Masters degree in a quantitative discipline (Mathematics Physics Computer Science Engineering or related field).
Solid understanding of equity derivatives including options volatility concepts surface construction and pricing fundamentals.
2-3 years of experience in a front office setting (Trading Strats Quant or Front Office Tech).
Strong programming skills in Java or C with experience contributing to front office libraries or pricing/analytics engines.
Ability to thrive in a fast-paced high-pressure team-oriented environment with strong ownership and attention to detail.

Primary Responsibilities Develop and enhance tools and processes for market data calibration marking and automation across equity derivatives. Lead volatility-related workflows including deriving implied vols from listed option prices and marking volatility shifts around corporate actions and ma...