We’re partnered with a global, technology-driven trading firm expanding its options trading platform across APAC. As part of this growth, the firm is building next-generation pricing and risk systems that sit at the core of its trading operations.
You’ll work closely with traders and quantitative researchers, developing high-performance systems that directly influence trading decisions. This is a hands-on role offering strong technical ownership, greenfield opportunities, and deep exposure to quantitative finance.
What You’ll Work On
- Low-latency options pricing and front-office risk systems
- Core trading and quantitative model infrastructure
- Volatility surfaces and pricing parameter frameworks
- High-performance, multi-threaded back-end services
Required Skills
- Robust experience with C# and Python
- Solid understanding of OOP, multi-threading, and performance optimisation
- Experience in financial markets technology, ideally derivatives or options
- Knowledge of quantitative pricing models
Locations
Sydney (APAC hub)
On-site role with strong regional exposure
Compensation
Highly competitive base salary plus performance-based bonus
Private healthcare, wellness initiatives, and additional benefits
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