Technical System Developer for Derivatives Platform

5 days ago


Hong Kong, Central and Western District, Hong Kong SAR China Hong Kong Exchanges and Clearing Limited Full time

Company Overview

Hong Kong Exchanges and Clearing Limited (HKEX) is a purpose-driven company that connects, promotes, and progresses markets and the communities they support. We aim to provide greater choice and opportunity for our customers while contributing to the long-term development of our business and markets.

Job Summary

We are seeking a dynamic and passionate individual to join our Group Risk Management System application team as a Technical System Developer for Derivatives Platform. This greenfield development opportunity will involve designing, building, and implementing the next-generation derivatives platform, modernizing our infrastructure, and aligning our operating model with a client-led framework.

Key Responsibilities

  • Implement and maintain models for option pricing, volatility calibration, margin calculation, and other risk management tools.
  • Carry out duties in system development life cycle, including effort estimation, collecting user requirements, system design, programming, functional and technical testing, and production migration, in accordance with IT development standards and guidelines.
  • Collaborate with risk managers and other stakeholders to understand their requirements and translate them into technical solutions.
  • Conduct thorough testing and validation of models and tools to ensure accuracy, reliability, and adherence to regulatory requirements.
  • Provide technical support and troubleshooting issues related to quantitative models and tools.
  • Collaborate with infrastructure, IT Security, compliance teams to ensure the security and compliance of applications.

Requirements

  • Degree in Computer Science, Mathematics, Statistics, Financial Engineering, or related disciplines.
  • Minimum 4 years' system development experience, preferably in financial services industry.
  • Solid experience in application design and development in Java, C++, Python, Linux platform.
  • Experience with distributed computing framework, MicroServices, containerized applications, Cloud technology.
  • Familiarity with object storage, databases, noSQL, and data manipulation tools for handling and analyzing large datasets.
  • Understanding of quantitative finance concepts, including derivatives pricing, risk management, and portfolio optimization.

Benefits

HKEX is committed to providing a supportive and inclusive work environment. We offer competitive benefits, including opportunities for professional growth and development, diverse perspectives, abilities, culture, and experiences within our workplace.



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