Quant jobs / Gravitas Recruitment Group

Senior Java Developer - Equities Derivatives (Investment Banking) HKD 1.8M

A recruiter seeks a senior Java engineer for an unnamed equity-derivatives business. The role builds high-speed pricing, hedging and position-management services.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Implement real-time derivative pricing and risk tools.
Optimise multithreaded Java components.
Test releases and investigate production issues with desk users.

What they ask for

Required

Core Java and concurrency
Equity-derivative pricing and risk
Linux and distributed systems
Production engineering

Preferred

Zero-GC approaches
Solace or ZeroMQ

Education: Degree in computing, engineering or a related analytical field; level not stated.
Experience: At least 15 years in software engineering.
Languages and tools: Java
Linux
Markets: equities, options

How to prepare

Build a tested option-pricing and position service.
Profile concurrency and allocation bottlenecks.
Design recovery checks for a live risk platform.

What to study

The HFT Quant Developer roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Gravitas Recruitment Group’s site before applying: requirements, location and pay can change after we check them.

View the posting on Gravitas Recruitment Group’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Gravitas Recruitment Group and doesn’t handle applications.