Job Responsibilities
- Product Development: Lead the structuring and implementation of Delta One products, including equity swaps, basket, total return swaps (TRS), contracts for difference (CFDs), futures, and exchange-traded fund (ETF) primary market activities.
- Client Solutions: Collaborate closely with sales and trading teams to design and market bespoke, flow-based Delta One solutions, identifying new opportunities and addressing complex client needs regarding synthetic exposure, financing, and efficient portfolio replication.
- Pricing & Execution: Utilize and enhance sophisticated pricing models for Delta One products and related financing, ensuring seamless trade execution, managing legal documentation (e.g., ISDA/CSA negotiation), and overseeing regulatory compliance.
- Risk Management & Compliance: Monitor market dynamics specific to Delta One exposures, manage inventory risks, and ensure all activities align with regulatory requirements and internal risk policies, working closely with control functions.
- Innovation & Research: Conduct research on market trends in synthetic equity financing, competitive landscapes, and regulatory changes (e.g., related to SRD II, MiFID II) to drive business innovation and enhance product offerings.
- Mentorship: Provide mentorship and training to junior team members, contributing to the team's specialization and expertise in the Delta One space.
Required Qualifications, Capabilities, and Skills
- Experience: Minimum of 6-10 years of relevant experience in Equity Derivatives Structuring, specifically with a strong focus on Delta One products and synthetic equity financing within a financial institution.
- Education: A Bachelor's or Master's degree in a quantitative field such as Finance, Mathematics, Statistics, Engineering, or a related discipline is preferred.
- Technical Skills: In-depth understanding of Delta One product mechanics, financing structures, and equity market micro-structure. Proficiency in programming languages like Python, R, or VBA is highly valued for quantitative analysis and automation.
- Analytical Skills: Strong analytical, problem-solving, and quantitative skills with an entrepreneurial drive to find creative, efficient solutions for clients.
- Communication: Excellent communication skills, both written and verbal, with the ability to articulate complex structures to different audiences. Fluency in English is required; knowledge of Chinese (Cantonese and Mandarin) is often preferred for regional coverage.
- Leadership: Demonstrated leadership and interpersonal skills, with the ability to collaborate effectively across multiple functional groups and thrive in a fast-paced environment.