Equity Derivatives Data Architect - Leading Securities Firm - J12751

The Position

Our client, a leading securities trading firm, is looking for a high-impact Senior data architect to join their Quant Team and lead the architecture and automation of the data ecosystem. This is a business-critical role focused on building the foundational infrastructure that manages the entire lifecycle of complex derivative products. You will oversee the transition from raw market data to refined, trade-ready intelligence, ensuring that every corporate action, dividend event, and price adjustment is captured with mathematical precision.

Key Responsibilities

1. Strategic Data Architecture: Design and scale high-availability pipelines for static, historical, and reference data, establishing a "Golden Source" for the quantitative trading desk.
2. Automated Lifecycle Engineering : Implement sophisticated systems to handle complex event processing (e.g., stock dividends, splits, mergers, and distributions) to ensure zero-error adjustments to pricing models and live positions.
3. Quantitative Liaison: Partner directly with Traders and researchers to translate quantitative needs into technical reality, providing SME guidance on how lifecycle events impact risk, PnL, and Greeks.
4. Integrity & Monitoring: Develop advanced outlier detection and data-cleansing frameworks to maintain elite-level data quality across global exchanges.
5. System Evolution: Lead the modernization of the research-to-production pipeline, championing automated CI/CD practices and high-performance data storage solutions.

Candidate Requirements

1. Seniority: 8+ years of experience in a quantitative environment (Investment Banking, Multi-Strategy Hedge Fund, or Prop Trading).
2. Education: PhD or Master’s degree in a technical field (Financial Engineering, Computer Science, Physics, or Math).
3. Domain Authority: Deep understanding of Derivative mechanics (Options, Swaps, Futures) and the impact of corporate actions on valuation and hedging.
4. Technical Mastery: Expert proficiency in high-performance programming (Python, C++, or Java) and a strong command of SQL and Time-Series databases.
5. Professional Stature: Proven ability to act as a Subject Matter Expert, influencing senior stakeholders and traders through clear technical and financial reasoning.
6. Languages: Professional fluency in English ; proficiency in Mandarin is a significant advantage for regional collaboration.

If this outstanding opportunity sounds like your next career move, please submit through "Apply Now" or send your resume in Word format to Lu Zhang at[email protected] and putEquity Derivatives Data Architect - Leading Securities Firm - J12751 in the subject header.

Data provided is for recruitment purposes only.

________________________________________________

Headquartered in Hong Kong, Pinpoint Asia is the go-to Specialist Firm for Technology Recruitment

We are a team of specialist tech recruiters (many of our recruiters come from an IT background) and we serve a wide range of clients, all the way from tech startups (especially FinTech) to some of the top Financial Institutions on Wall Street and several other large scale enterprises in other industries.

Our significant market reputation and status as the leading search firm for many of our clients is a direct result of our strong industry relationships, intimate understanding of the marketplace and proven ability to deliver results.

Our vision isto help companies hire smarter and help job seekers get closer to their career aspirations.

To see all our open jobs please reach out to us at https://pinpointasia.com/job-search/ (EA License #79256)

We are also seeking top-calibre candidates for the following exciting roles:

1) Data Governance and AI Risk Manager ( Leading Financial Institution) - J12615

2) Site Reliability Engineer - Quantitative Trading Firm - J12559

3) Equity Trading Support Analyst - Top Financial Institution - J12734