Position Description
We are seeking a high-caliber Senior Data Developer to join our Equity Derivatives Quant Team. This is a critical, high-impact role focused on the architecture and automation of our data ecosystem. You will be the primary owner of the systems that manage the entire lifecycle of derivative products—from the ingestion of raw exchange data to the complex processing of corporate actions and dividends.
This role is designed for a mature professional who possesses both the technical depth of a senior engineer and the financial intuition of a quant. You will serve as a Subject Matter Expert (SME), working directly with traders to ensure our data infrastructure supports sophisticated alpha generation and seamless trade execution.
Key Area of Responsibilities
Build and own production data pipelines for equity derivatives, reference, and lifecycle data.
Implement automated corporate action and dividend processing used directly in P&L and position adjustment.
Develop scalable batch and intraday workflows for global equity markets.
Refactor and stabilize legacy lifecycle systems to reduce manual corrections and operational risk.
Implement data validation, reconciliation, and anomaly detection frameworks.
Optimize system performance for high volume historical and daily refreshes.
Own production incidents, root cause analysis, and permanent fixes.
Work closely with traders and quants to deliver production ready solutions.
Requirements
Industry Experience: At least 8 years of experience within a quantitative trading environment (Tier-1 bank, hedge fund, or proprietary trading firm).
Academic Credentials: A master’s degree (or higher) in a quantitative or technical discipline such as Computer Science, Mathematics, Financial Engineering, or Physics.
Derivatives Expertise: knowledge of the mechanics of equity derivatives (Options, Futures, Swaps). Understand how corporate actions and dividends affect pricing and hedging.
Technical Mastery: Advanced proficiency in any OOD languages including Java, C++, Python or C#. You should be language-agnostic and capable of selecting the right tool for the task.
Data Engineering: Expert-level knowledge of SQL and relational databases. Experience with time-series databases or high-tick data environments is highly valued.
Professional Maturity: Proven ability to operate independently in a high-pressure environment, with the communication skills necessary to influence senior stakeholders.
Linguistic Proficiency: Fluency in English is essential for global collaboration. Mandarin is a big plus.
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Skills Required
- At least 8 years of experience within a quantitative trading environment
- Master's degree or higher in a quantitative or technical discipline
- Knowledge of mechanics of equity derivatives
- Advanced proficiency in OOD languages like Java, C++, Python or C#
- Expert-level knowledge of SQL and relational databases
- Proven ability to operate independently
- Fluency in English, Mandarin is a plus
