Quant Developer - Equity Derivatives
Core
Build real-time pricing, risk, and P&L technology solutions for equity derivatives and structured products.
Role type
Senior Quant Developer (Equity Derivatives)
Builds
Real-time front-office applications for position management, pricing, risk, and P&L
Domain
Financial Markets / Equity Derivatives
Required skills
Equity derivatives (vanilla options, volatility), Java (high-performance, concurrent, JVM tuning), Event-driven messaging (Solace, Kafka), Risk lifecycle management, P&L attribution and reconciliation
Preferred skills
None stated
Technologies
Java, Solace, Kafka
Responsibilities
Partner with Portfolio Managers and traders to deliver pricing, risk, and P&L technology solutions; Develop and support real-time applications for position management, pricing, risk, and P&L; Collaborate with global Technology and Quant teams to deliver the Equity Derivatives technology roadmap
Seniority
Senior, hands-on IC