085 - Senior Backend Developer - Derivatives Domain

Senior Backend Developer – Derivatives Domain

• Location: Marina Bay Financial Centre (MBFC), Singapore
• Experience Level: 10+ years (Senior)
• Headcount: 1

Role Overview

We are seeking a Senior Backend Developer with deep expertise in financial derivatives to join our core engineering team. In this role, you will bridge the gap between complex quantitative finance and high-performance engineering. You will architect, build, and optimize the backend services, data models, and real-time APIs that power the entire lifecycle of complex financial instruments.

What You Will Do

• Backend Architecture & Data Modeling: Design resilient microservices, high-throughput APIs (RESTful/gRPC), and complex database schemas (relational, transactional, and time-series) to handle real-time trade processing, pricing, and risk workflows.
• Derivatives Domain Engineering: Translate sophisticated financial logic into working systems. You will build platforms that support Vanilla Options (and strategies like spreads, straddles, condors), OTC Derivatives (swaps, forwards), and Structured Products.
• Core Financial Calculations: Implement pricing models, Greeks calculations (Delta, Gamma, Vega, etc.), portfolio risk analytics, and automated regulatory reporting pipelines (MAS, EMIR, Dodd-Frank).
• Technical Leadership: Lead system architecture discussions, mentor junior developers, and collaborate closely with Quants, Traders, Risk Managers, and DevOps to deliver enterprise-scale cloud applications (AWS/Azure/GCP).

What We Are Looking For

• 10+ years of professional backend software development experience delivering enterprise-scale production systems.
• 3 to 5 years of hands-on experience specifically within the derivatives domain (e.g., trading systems, risk management, pricing platforms, or post-trade processing).
• Strong environment background in banking, financial services, or capital markets (experience with Tier-1 investment banks or global financial institutions is highly valued).
• Deep technical comfort modeling complex financial state machines, instrument hierarchies, cash flows, and event-driven architectures.