Front Office Java Developer

Primary Responsibilities

Develop and enhance tools and processes for market data calibration, marking, and automation across equity derivatives.

Lead volatility-related workflows, including deriving implied vols from listed option prices and marking volatility shifts around corporate actions and market events.

Collaborate closely with Sales, Trading, Strats, Financial Engineering, and IT to streamline pricing, booking, and overall front-to-back workflows.

Ensure accuracy, consistency, and robustness of volatility surfaces and market data used in pricing and risk systems.

Contribute to continuous improvements in model reliability, data quality, and system efficiency within fast-paced front office environments.

Required Skills & Qualifications

Bachelors or Masters degree in a quantitative discipline (Mathematics, Physics, Computer Science, Engineering, or related field).

Solid understanding of equity derivatives, including options, volatility concepts, surface construction, and pricing fundamentals.

2-3+ years of experience in a front office setting (Trading, Strats, Quant, or Front Office Tech).

Strong programming skills in Java or C++, with experience contributing to front office libraries or pricing/analytics engines.

Ability to thrive in a fast-paced, high-pressure, team-oriented environment with strong ownership and attention to detail.