Front Office Java Developer
On-siteHong Kong Island, Hong Kong
Job Summary
Develop and enhance tools for market data calibration, marking, and automation across equity derivatives. Lead volatility-related workflows, including deriving implied vols from listed option prices and marking shifts around corporate actions. Collaborate with Sales, Trading, Strats, and IT to streamline pricing and booking workflows. Ensure accuracy and robustness of volatility surfaces used in pricing and risk systems. Contribute to continuous improvements in model reliability and data quality within the front office. Requires a degree in a quantitative discipline, 2-3+ years of front office experience, and strong Java or C++ skills.
Required 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
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