You'll build and optimize a low‑latency risk & pricing platform for flow volatility products – working side‑by‑side with traders, quants, and sales.

1. Own end‑to‑end delivery of a high‑performance pricing and risk system – from multithreaded Java code and unit tests to production support
2. Partner closely with traders and quants to implement auto delta hedging, vega roll strategies, and real‑time trade capture
3. Apply deep equity derivatives knowledge (pricing, risk, order management) to build volatility fitting, visualization, and pre/post‑trade analytics
4. Work with Linux, distributed messaging (Solace, ZeroMQ, or similar), and low‑latency techniques – live ticking data and regulatory reporting
5. Zero‑garbage‑collection experience is a strong plus, as is a background in high‑frequency or low‑latency trading systems

What you bring:

1. Advanced Core Java with multithreading expertise
2. 6+ years of hands‑on development (VP level)
3. Solid understanding of equity derivatives and trading workflows
4. Fluent English – Cantonese/Mandarin a plus

What's on offer:

1. Competitive base + discretionary bonus
2. Work with a global, collaborative team in Hong Kong
3. Relocation support and visa sponsorship available for strong candidates