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Quantitative Developer – Equity Volatility

Millennium

2.9
8 reviews
Millennium
Job Type   /   Job Level
Full-time   /   Others/Any
Company Location
Hong Kong
The successful candidate will join a team that develops, maintains and supports the Equity Derivatives platform/infrastructure at MLP. They will work hands-on with other developers, quants and production support teams to improve reliability, automation and operational scalability. Experience working with Python, Groovy or C++ and in a Unix/Linux environment is a must, as is experience with Docker/Kubernetes and messaging middleware such as Kafka/Solace. Experience working on equity derivatives platforms would be beneficial. Must have excellent communication skills and be a team player.

Principal Responsibilities

  • Build and maintain internal platforms used by Equity Derivatives PMs, quants and technology teams
  • Develop robust, automated tooling to streamline deployment, configuration management, and failover procedure
  • Write, support, maintain, and test code following best practices, including unit testing, documentation, and automation within standard CI/CD processes.
  • Conduct in-depth profiling of application stacks to identify and eliminate latency bottlenecks, driving improvements across the platform
  • Apply AI-enabled approaches to improve data validation, anomaly detection and support automation
  • Provide Level 2 support, troubleshooting, and performance tuning for production systems

Qualifications/Skills

  • Hands-on experience with languages such as Python, Groovy or C++ is required
  • Experience of Kubernetes, Docker, and cloud platforms is required
  • Experience with messaging middleware platforms like Kafka / Solace is desired
  • Experience in working with Equity Derivatives Pricing, Risk or vol fitting applications is desired
  • Advanced degree in Computer Science, Mathematics, Physics, Financial Engineering or equivalent.
  • Ability to maintain composure under pressure and to communicate effectively with various stakeholders
  • Self-starter and critical thinker, takes ownership of own projects and makes improvement suggestions for the entire infrastructure.
  • Proactive, assertive and attentive to details.
  • Can handle several projects with different priorities at the same time in a fast-paced environment
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