Front Office Java DeveloperHong Kong Island, Hong Kong SAR, Hong Kong
Job Description:Primary ResponsibilitiesDevelop 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.
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 & QualificationsBachelors 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.
Required Skills:
Data Quality
Options Calibration
Trading
Physics
Ownership
Attention To Detail
Reliability
Analytics
Mathematics
Automation
Programming
Construction
C++
Computer Science
Java
Engineering
Science
Sales
#J-18808-Ljbffr
Job Description:Primary ResponsibilitiesDevelop 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.
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 & QualificationsBachelors 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.
Required Skills:
Data Quality
Options Calibration
Trading
Physics
Ownership
Attention To Detail
Reliability
Analytics
Mathematics
Automation
Programming
Construction
C++
Computer Science
Java
Engineering
Science
Sales
#J-18808-Ljbffr