Job Description
• Price and hedge vanilla options and exotic structures linked to equities and indices in Hong Kong, US, and Japan markets; manage derivative risk via OTC and listed markets.
• Develop and enhance quant models and trading systems.
• Research and implement volatility trading strategies, such as dispersion, skew, and term structure, etc.
• Collaborate closely with structuring, salespersons and clients, to provide customized derivative solutions.
Requirements
• Minimum of 8 years of non-onshore China derivatives trading experience.
• Deep understanding of volatility risk, models, surfaces, and dynamics.
• Bachelor's degree or higher in Mathematics, Physics, or related sciences are highly preferred.
• Proficiency in Excel and scientific programming with Python; strong analytical and quantitative skills.
• Detail-oriented, sensitive with numbers, and able to work under pressure.
• Fluent in English and Chinese, with strong communication skills.