Java Engineer

Primary Responsibilities

Market data calibration and marking tools / processes development

Main focus is volatility marking: imply vol from listed options prices, mark vol moves for events

Work closely with sales, trading, strats, IT and financial engineering teams to streamline pricing and booking

Skills required

Bachelor or Master degree in a quantitative subject such as Mathematics, Physics, Computer Science, Engineering.

Working knowledge of equity derivatives products is required

Working experience of 2/3+ years in a front office environment.

Strong programming skills (Java, C++) applied within the library of a front office tech or strats/quants.

Drive and desire to work in an intense team-oriented environment