Derivatives Platform Developer

1 month 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 is a purpose-driven company committed to the long-term development of its business and markets. Our mission is to connect, promote, and progress our markets and the communities they support for the prosperity of all.


Salary and Benefits

We offer a competitive salary package of HKD 120,000 - 180,000 per annum, depending on experience. Additionally, you will enjoy a range of benefits including comprehensive medical coverage, life insurance, and retirement plan.


Job Description

This is a greenfield development opportunity to design, build, and implement the next generation derivatives platform. As a Derivatives Platform Developer, you will be part of the mission-critical platform development team and work closely with seasoned technologists across the IT Division. You will have the opportunity to develop and work with new technology, collaborating with risk managers and other stakeholders to understand their requirements and translate them into technical solutions.


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 infrastructure, IT Security, compliance team, to ensure the security and compliance of the applications.
  • Undertake assignments and projects as assigned by supervisor.

Requirements
  • Degree in Computer Science, Mathematics, Statistics, Financial Engineering, or related disciplines.
  • At least 5 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 is a definite advantage.


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