Responsibilities:

• Collaborate with application development teams, technology management, and the business to design, prototype, and implement next-generation web UIs and mobile apps.
• Develop, maintain, and support existing Java Client UI used by a quarter of the firm.
• Contribute to the application development and architecture of highly scalable real-time UIs.

Qualifications, Skills, and Requirements:

• 5+ years of full-stack development experience, preferably within a financial services firm supporting real-time UIs.
• Expertise with Core Java and Spring.
• Excellent grasp of data structures and algorithms and the ability to learn and adopt new technologies quickly.
• Familiarity with database technologies – Advanced SQL, NoSQL, Time-series databases (KDB).
• Experience with event-driven architecture using message bus and caching technologies like Solace, Kafka, Pulsar, Memcached, Redis.
• Experience working with various monitoring tools like Datadog, ELK stack.
• A strong interest in financial markets and a desire to work directly with investment professionals.
• A good team player with a strong willingness to participate and help others.
• Drive to learn and experiment.

Nice-to-have:

• Proficiency with Angular UI is preferred; React will also be considered.
• Familiarity with equities and equity derivatives within a real-time electronic trading environment is preferred.
• Experience with KDB+ q or C/C++.

The estimated base salary range for this position is $175,000 to $250,000, which is specific to New York and may change in the future. Millennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package.

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The successful candidate will join a global team responsible for designing and developing Equities Volatility, Risk, PnL, and Market Data systems.

You will work hands-on with other developers, QA, and production support, and will partner closely with Portfolio Managers, Middle Office, and Risk Managers.

We are looking for a very strong senior engineer with deep knowledge of equity derivatives products and their pricing and risk characteristics.

You must be a highly capable hands-on developer with a solid understanding of front-to-back trading system workflows, especially pricing and risk.

Excellent communication skills, strong ownership, and the ability to work effectively in a fast-paced, collaborative environment are essential.

Experience in Unix/Linux environments is required; exposure to cloud and containerization technologies is a plus.

Principal Responsibilities

• Design, build, and maintain real-time equity derivatives pricing and risk systems (including volatility and PnL components).

• Implement robust, scalable, and low-latency server-side components in a multi-threaded environment.

• Collaborate with portfolio managers, risk, and middle office to translate business requirements into technical solutions.

• Contribute to UI components as needed (and learn new UI technologies where required).

• Write clear technical documentation and maintain system design and support guides.

• Develop and execute automated tests using approved frameworks; ensure production quality and reliability.

• Provide level-3 support, troubleshooting, and performance tuning for production systems.

Qualifications & Skills

• 7+ years of professional experience as a server-side software engineer.

• Deep understanding of equity derivatives products (options, volatility products, exotics) and their pricing and risk measures (e.g., Greeks, PnL attribution).

• Strong experience with concurrent, multi-threaded, and low-latency application architectures.

• Expertise in Object-Oriented design, design patterns, and best practices in unit and integration testing.

• Experience with distributed caching and replication technologies.

• Solid knowledge of Unix/Linux environments is required.

• Experience with Agile/Scrum development methodologies is required.

• Exposure to front-end/UI technologies (JavaScript, HTML5) is a plus.

• Experience with cloud platforms and containerization (e.g., Docker, Kubernetes) is a plus.

• B.S. in Computer Science, Mathematics, Physics, Financial Engineering, or related field.

• Demonstrates thoroughness, attention to detail, and strong ownership of deliverables.

• Effective team player with a strong willingness to collaborate and help others.

• Strong written and verbal communication skills; able to explain complex technical and quantitative topics to non-technical stakeholders.

• Proven ability to write clear, concise documentation.

• Fast learner with the ability to adapt to new technologies and business domains.

• Able to perform under pressure, work with ambitious team members, and handle changing priorities.

Millennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package.

The estimated base salary range for this position is $175,000 to $250,000, which is specific to New York and may change in the future.

When finalizing an offer, we take into consideration an individual’s experience level and the qualifications they bring to the role to formulate a competitive total compensation package.

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In this role, you will play a pivotal part in building and enhancing Equity Volatility Risk and P&L system that supports our Equity Volatility Managers.

This is an exciting opportunity to work in a fast-paced hedge fund environment, where your contributions will directly impact trading performance and risk management capabilities.

The ideal candidate will bring a combination of technical expertise and business domain knowledge for developing robust, scalable systems.

Principal Responsibilities:

• Design, develop, and implement a robust risk system for Equity Volatility trading strategies.
• Build and maintain scalable, high-performance server-side application using Java and Spring Boot frameworks.
• Build and integrate exotic pricing models to handle pricing and lifecycle of the product.
• Provide level-3 support, troubleshooting, and performance tuning for production systems.
• Proactively address system bottlenecks and implement solutions to ensure the platform remains robust.
• Conduct code reviews and implement automated testing to ensure the reliability and quality of the system.
• Write clean, maintainable, and testable code, adhering to best practices in software engineering.

Qualifications/Skills Required:

• Proficiency in Java development with experience in building scalable, high-performance systems.
• Strong knowledge of Spring Boot and its ecosystem for developing microservices.
• Experience with Python for scripting and automation.
• Experience in distributed caching technologies (e.g. Ignite, or similar).
• Familiarity with containerization technologies (e.g. Podman, Kubernetes) and cloud computing platforms (e.g. AWS).
• Solid understanding of software development best practices, including version control (e.g. Git), CI/CD pipelines, and automated testing frameworks.
• Previous experience working with Equity Derivatives in a sell-side or buy-side firm.
• Strong understanding of equity derivative products such as options and futures.
• Some understanding of structured products in terms of pricing, lifecycle, and risk characteristics.
• Strong problem-solving skills and the ability to work effectively in a fast-paced, high-pressure environment.

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The candidate will be a key contributor in the review and validation of pricing models and methodologies, the analysis and explanation of P&L, and the onboarding of new and complex products.

Principal Responsibilities:

• Valuations , Oversee and enhance the configuration of internal systems and calibration of pricing models for equity derivative products. Source, validate, and analyze market data, including external volatility surfaces and curves, to ensure accuracy and integrity of marks.

• Pricing & Mark Sign-Off , Maintain intraday and end-of-day pricing procedures and controls. Responsible for publishing and signing off on the firm's official end-of-day marks, surfaces, and curves across equity volatility and exotic products.

• P&L Explanation & Attribution , Analyze and explain daily P&L, decomposing performance into its key drivers: Greeks-based attribution, idiosyncratic events, and trading activity. Identify, investigate, and resolve breaks in collaboration with trading, risk, and finance. Prepare attribution reports for senior management and run ad-hoc analysis when required.

• Methodology Review & Testing , Evaluate and test pricing and marking methodologies proposed by quant or vendor teams. Provide practitioner-level feedback on model assumptions, calibration approaches, and operational applicability.

• New Product Onboarding , Oversee the setup and integration of new equity derivative products into the firm's infrastructure, coordinating across technology, quant, risk, and portfolio management.

• Primary Interface , Act as a senior point of contact for portfolio managers on pricing, valuation, risk, and product setup matters. Coordinate across departments to resolve issues efficiently.

Qualifications/Skills:

• 5+ years of professional experience in a relevant role such as equity derivatives trading, trader assistant, risk management, product control, or valuations

• Advanced degree in a quantitative discipline preferred

• Deep knowledge of Equity Derivative products including vanilla options, variance/volatility swaps, TRF/TRS, dividend swaps, and exotic products , with particular emphasis on volatility products

• Strong familiarity with P&L explanation and attribution in an equity derivatives context

• Demonstrated ability to understand, evaluate, and test complex pricing methodologies

• Programming experience (Python, VBA, etc) needed with a focus on data analysis.

• Proficiency with Bloomberg and Reuters and other market data sources

• Experience engaging and collaborating with technology and quant teams to drive system enhancements

• Highly detail-oriented with strong ownership, sound judgment, and the ability to prioritize in a high-pressure environment

Millennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package. The estimated base salary range for this position is $160,000 to $250,000, which is specific to New York and may change in the future. When finalizing an offer, we take into consideration an individual’s experience level and the qualifications they bring to the role to formulate a competitive total compensation package.

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The successful candidate will be responsible for supporting Second Line of Defence Risk Stewardship, including advising on compliance matters, monitoring activities, providing effective review and challenge on business operations, initiatives, and state of controls, and engaging on various aspects of core compliance disciplines for the EQD business, such as licensing/registrations, policies and procedures, training, conflicts, and supervision.

The role requires making commercial decisions while considering regulatory compliance risks/obligations and working to ensure that the business operates within the HSBC risk framework. Collaboration with business management and other functions, such as Non-Financial Risk, COO, Operations, and Technology, is essential to ensure that best practices are in place to facilitate the success of HSBC's business operations and commercial objectives.

Operational effectiveness and control are key aspects of the role, as is ensuring that the business adheres to industry standards and continuously innovates and improves methodologies to meet required standards and regulations. Leadership and teamwork are vital components of the role, as the compliance officer promotes a high-performance culture through collaboration and effective interaction.

Key responsibilities include:

• Providing support to the EQD business by advising and guiding on compliance-related matters, as well as providing support in the same manner, to the wider Equities business locally and globally, as necessary and appropriate.
• Assisting on matters concerning business policies and procedures, regulatory matters including new rule proposals, existing and new equities-related products as well as operational, technological, and other issues in the business.
• Proactively working with business management, Non-Financial Risks, other stakeholders, and compliance officers to ensure best practices and systems are in place to facilitate sound business operations and the overall success of HSBC.
• Responsible for compliance reports, governance submissions, compliance reviews, projects and training efforts, as required.
• Responsible for carrying out projects with regulatory or substantial business impact.
• Building strong relationships, adopting a joined-up approach, to execute processes at pace and with minimum conflict.
• Ensuring that internal and external regulatory requirements are met, including interaction with regulators, as necessary and appropriate.
• Ensuring that the business operates using accepted industry standard methodologies, practices, processes and principles.
• Innovation and improvement of methodologies, through adoption of best practice and continued professional development and ensuring these meet required standards and regulations
• Drive and support a high-performance culture by delivering standards, fostering collaboration, and encouraging effective interactions.
• Agree responsibilities within formal and informal network, providing context, direction and confidence to deliver results.
• Collaborate with other business partners and Global Functions to ensure commonality and consistency of solutions.

The ideal candidate will have:

• A Bachelor's degree – ideally in finance, economics, or a related field
• Extensive experience in a bank or broker-dealer, with a focus on equities markets, specifically equity derivatives – and be able to understand, interpret and apply complex regulatory requirements to business practices.
• Exceptional knowledge of equities markets including trading system and technologies, rules and regulations, risks, and other core aspects in the domain.
• Well-developed managerial, communications, negotiation, analytical, organisational, project management, and strategic and/or operational planning skills.
• Minimum of a bachelor's degree in business, related field or equivalent experience; Master's degree and/or Juris Doctorate (JD) preferred.
• Ability to meet deadlines in a timely manner and deliver effective presentations
• Proactive and independent – seeking a thought leader.
• Proficiency with computers and software packages including Microsoft Excel, Word, and PowerPoint

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Key Responsibilities:

• Drive digital transformation by leading digitalisation and automation initiatives to streamline business processes and enhance operational efficiency
• Enhance pricing infrastructure by developing and optimising pricing tools and systems, ensuring robust and scalable solutions for both indicative and live pricing of structured transactions
• Innovate products by designing and launching new structured products, including Structured Solutions, Risk Recycling, and Quantitative Investment Strategies (QIS)
• Deliver client solutions by partnering with sales and structuring teams to assess client needs and provide bespoke solutions aligned with their objectives
• Generate market analysis by creating thematic investment ideas based on evolving market conditions and trends
• Prepare pitchbooks by creating compelling marketing materials to promote proprietary indices and structured products
• Manage secondary market activities by overseeing secondary market pricing, including add-ons and unwind transactions
• Collaborate cross-functionally by working with traders and quantitative analysts to enhance pricing and back-testing infrastructure (Python and VBA)
• Provide business insight by delivering analytics and reporting to support business decision-making and strategic planning

Your Qualifications:

• Market Knowledge: Strong understanding of equity derivative fundamentals
• Analytical Excellence: Exceptional analytical, problem-solving, and decision-making skills
• Communication Skills: Outstanding verbal and written communication abilities, with a talent for explaining complex concepts clearly
• Agility Under Pressure: Ability to manage multiple priorities and perform effectively in a fast-paced, high-pressure environment
• Technical Proficiency: Experience with Python and Excel/VBA is highly desirable

As an HSBC employee, you will have access to tailored professional development opportunities to ensure you have the right skills for today and tomorrow. We offer a competitive pay and benefits package including a robust Wellness Hub, all in a welcoming and inclusive work environment.

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Your primary responsibilities will include working with our salesforce to design an innovative product roadmap, as well as the actual products, to meet new or future client demand. You will also be responsible for helping to design compelling marketing campaigns around these products to maximise engagement with our client base.

In addition, you will oversee the full spectrum of product launch, including onboarding into our systems, to ensure risks generated by these products are well controlled by our organisation. You will liaise with our relevant trading teams to incorporate feedback, leverage our strengths, and plan out necessary future capabilities.

Collaboration with our internal tech teams will be essential to streamlining the trade volumes resulting from our equity derivatives and QIS businesses.

This is a full-time position, Monday to Friday, 40 hours per week, with a salary range of $250,000.00 to $260,000.00 per year.

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