Front Office, Quantitative C++/ C/ Python Developer- Hong Kong -Options Market Making

 This is a unique opportunity for a talented C++ Developer with sound quantitative knowledge to join a successful and expanding Options Market-Making team at a leading global Electronic Trading firm based in Hong Kong. The successful C++ Developer will play the crucial role in the design and development of cutting-edge options pricing, market-making, quantitative and analytics tools and libraries to be used by the Options Traders. The Options market-making platform is a next generation trading, pricing, risk-management and market-making platform that is widely recognised as being one of the best of its kind and the successful C++ Developer will have the rare opportunity to work with the latest tools and technologies and contribute to a successful and hugely profitable Options trading platform. The C++ Developer will sit on the Options trading floor and will liaise directly with the Options Traders and Quants, globally. Given this global scope of the group, there is also opportunities for travel and transfer between the global offices for exceptional performers. The successful Quant Developer will also report directly to the Options Traders and thus will have the opportunity to forge a relationship that could pave future career progression. The Quant  Developer will become part of a small, dynamic team, where there is no divide between the business and technology. Thus they would be expected to participate in all aspects of the building of cutting-edge Options Market-Making strategies, from the design of the core platform architecture to support the entire Market-Making and High Frequency Trading life-cycle, to the implementation of Market-Making strategies and statistical analysis of trade executions.   

The successful C++ Developer will ideally have the following skill-set:

• Masters/ PhD in Physics/ Computer Science/ Mathematics/ Engineering or other scientific/ technical-related field from a leading instituion

• Solid C++ programming ability as they have a very high technical bar within the team

• Some exposure to C and Python would also be beneficial but isn’t essential

• Experience with Excel/Vba would be beneficial as these tools are used for the development of pricing models and risk-calculations

• Exposure to or knowledge of options pricing would be beneficial but isn’t essential

• Previous experience in the design and development of low latency, real-time High Frequency Trading/ Market-Making systems would be beneficial but isn’t essential

• Solid communication skills as this is a Front Office role and the successful candidate will liaise with the Options Quants and Traders, on a global scale

The responsibilities of the C++ Developer will include, but not be exhausted to, the following:

• Design and development of cutting-edge pricing, market-making, risk-management and trading tools for the next generation Options Market-Making platform

• Participate in all aspects of building quantitative Market-Making strategies, including the design, implementation and testing

• Design, development and integration of cutting-edge pricing, risk and trading models for the Options Market-Making business in Excel/ Vba

• Implementation of models to calculate prices and assess risk of Options products

• Enhance and develop the Quantitative Research library and the pricing/risk engine

• Work alongside the Options Traders and Quants on the trading floor in Hong Kong, and liaise with other business-users globally regarding current projects

• Report directly to the Options Traders on current projects

Although based in Hong Kong, the client is extremely open to applicants from other global locations and will endeavour to assist with relocation accordingly. Given the nature of the role, the client is also anticipating a high level of interest and is looking to begin short-listing candidates for initial telephone conversations over the next week or two. If this is of interest, please forward your CV/ resume to cplusplus@selbyjennings.com or call + 44 207 019 4163/ + 1 212 231 8223