Equities, Exotics Strats, VP/ED level

  • Competitive Market Rate
  • Hong Kong
  • Permanent, Full time
  • Anson McCade
  • 14 Nov 17 2017-11-14

Equities, Exotics Strats, VP/ED level Hong Kong based The Equities Structured Products desk trades a wide range of OTC and Notes products, making markets in hybrid payoffs, callables, barriers, multi asset options, systematic trading strategies, Notes linked to single or multiple equities, and Notes linked to multiple asset classes. Strats work alongside trading and sales in developing new products and finding tailored solutions to client needs. In particular, Strats are responsible for developing and implementing models to price and risk manage derivatives, and implementing workflow tools and analytics to improve the desk efficiency and gain market share.

Equities, Exotics Strats, VP/ED level

Hong Kong based

 

The Equities Structured Products desk trades a wide range of OTC and Notes products, making markets in hybrid payoffs, callables, barriers, multi asset options, systematic trading strategies, Notes linked to single or multiple equities, and Notes linked to multiple asset classes. Strats work alongside trading and sales in developing new products and finding tailored solutions to client needs. In particular, Strats are responsible for developing and implementing models to price and risk manage derivatives, and implementing workflow tools and analytics to improve the desk efficiency and gain market share.

 

Responsibilities:

  • Implementing and improving pricing and models used for traded products.
  • Implementing and improving risk management of existing and new derivatives products.
  • Providing and supporting the risk management tools for those products.
  • Supporting and maintaining the trading system.
  • Identify opportunities to improve trading efficiency through automation and analysis.
  • Optimizing the existing code base for speed and efficiency.

Requirements:

  • Strong academic background in a relevant field - Computer Science, Engineering, Physics, Mathematics, Finance.
  • Strong programming background in a structured language (C, C++, Java, etc.).
  • 5/6 years + of experience in a modelling/pricing related field (open to asset class).
  • Ability to work in a fast moving environment.