Equity Derivatives Quant Developer
Millennium Management LLC
Hong Kong

Job Function Summary

  • Equity Derivatives Developer primarily supporting the HK based and other regional Portfolio Managers trading various Equity Derivative and Structured products
  • Principal Responsibilities

  • Build strong working relationships with the Portfolio Managers who are trading Equity Derivative strategies
  • Deliver platform development requirements and also provide on-going support for all the Equity Derivative products and platforms to the Portfolio Managers
  • Act as the primary point of contact for all Equity Derivative Portfolio Managers within the Asia region
  • Work with local and global Technology team members to help define and deliver the global Equity Derivative technology roadmap
  • Qualifications / Skills Required

  • Minimum of 5 years’ experience within Equity Derivative Financial Markets
  • Essential that the candidate possesses Equity Derivatives knowledge and experience in the following areas : Derivatives and Options Pricing, including Vol Fitting and knowledge of various Option Pricing methodologies (e.
  • g. Black Scholes model)Real time position and Risk Management of Vanilla and Exotic Equity Products (e.g Vol and VaR Swaps)Back testing for Equity Derivatives portfolios

  • Has experience in building derivative pricing and risk management systems, including analytic tools, P&L tools and other pre-trade tools
  • Possesses the ability to work closely with Derivatives Traders and the Pricing and Risk Management Development teams
  • Possesses the skills to communicate system requirements, understanding both the business and technical aspects of the requirements
  • Good command of Python language and its ecosystem
  • Experience of developing applications in Java / Spring or C++
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