Front Office Developer - eRates (Ass-VP)

Hong Kong
Ref: FOSD-3101
HKD Competitive Base, plus Front Office Bonus & Benefits
Top-tier Global Investment Bank
Server Side Java / C# / WPF / Low Latency / Interest Rates

An excellent Front Office Technologist opportunity has arisen in a leading Investment Bank in Hong Kong. With a background in multithreaded and low latency Java and C# development, you will help build out the Fixed Income automated trading and intelligent analytics platforms at he bank. You should have good knowledge of Bonds and IR Swaps, and either electronic trading or front office experience.


  • Build server side Java components for Fixed Income automated pricing and real-time risk calculations
  • Build server side Java components that store, retrieve and analyze data valuable for making pricing and hedging decisions
  • Enhance C# / WPF user interfaces for automated pricing, real-time risk and data analysis systems
  • Develop components for vendor and open source products, to distribute, store and analyse front-office data
  • Support the systems developed, explaining and documenting support procedures
  • Front office development experience (preferably Interest Rates)
  • Server side core Java in low latency systems, preferably within electronic trading
  • C# development, preferably WPF and PRISM front-end development
  • Distributed in-memory and memory mapped data structures (Chronicle, Hazelcast and Coherence)
  • No-SQL and tick databases (e.g. MongoDB, Apache Cassandra and KDB+)
  • Test driven development and tools such as JUnit and EasyMock
  • Source code control and build management; tools such as Subversion, Git, Maven and TeamCity
  • Python development experience desirable; using open source libraries (NumPy, SciPy and Scikit-learn)
  • Excel development experience with Excel DNA desirable
  • Cloud based platform experience (Amazon Web Services, Microsoft Azure etc)
  • Excellent communication, numerical and problem solving skills