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Options Pricing Quantitative Developer (C++) - Sydney Based

Looking for a hands‑on Equities Options Pricing Quant to design, build, and enhance cutting‑edge derivatives pricing and risk models. This is a front‑office, high‑impact role working directly with traders and technologists in a fast‑paced environment - to be based in Sydney, Australia

Selby Jennings - Hong Kong - Full time

Salary: Negotiable

  • Designing and implementing new options pricing models that seamlessly integrate with the firm's existing quantitative stack, including automated pricing engines and real‑time risk management systems.
  • Evaluating whether to extend existing models or develop entirely new frameworks-owning the solution end‑to‑end from concept to production.
  • Identifying, quantifying, and documenting new risk factors, ensuring robust model governance and transparency.
  • Partnering with trading, technology, and control functions to ensure smooth deployment, validation, and ongoing model performance.
  • Performing deep mathematical and statistical analysis to expose deficiencies in current models and propose rigorous enhancements.
  • Maintaining and improving pricing libraries, analytics tooling, and research infrastructure, ensuring stability and performance in production.
  • Collaborating closely with traders and fellow researchers, ensuring your work aligns with market realities and drives PnL impact.

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