Quant jobs / IO Tech Solutions

Senior Lead Java Developer (Equity Derivatives Platform)

A recruiter seeks a Java lead for an unnamed equity-derivatives trading platform. The position builds real-time pricing and risk functions with traders and quants.

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 low-latency pricing and risk services.
Build delta-hedging, volatility-fitting and analytics features.
Test and operate the platform under live market-data updates.

What they ask for

Required

Core Java and multithreading
Equity-derivative workflows
Production software delivery
English communication

Preferred

Zero-GC development
Cantonese or Mandarin

Education: No degree requirement stated.
Experience: At least 6 years of hands-on development.
Languages and tools: Java
Linux
Solace
ZeroMQ
Markets: equities, options

How to prepare

Build an event-driven option-pricing service.
Implement delta-hedging and volatility-fit diagnostics.
Measure garbage collection and tail latency under burst loads.

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 IO Tech Solutions’s site before applying: requirements, location and pay can change after we check them.

View the posting on IO Tech Solutions’s site ↗

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