OTC Option Trader - Analyst/Associate

China Renaissance 华兴资本
Hong Kong, Hong Kong SAR
Salary not specified
Posted
Full-time
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Job Description

Role and Responsibilities: - Execute and manage OTC equity derivative trades, including vanilla options, autocallable structures; handle trade booking, confirmation, and coordinate with operations for lifecycle events (exercises, expiries, corporate actions). - Support the derivatives trading desk: assist with new product onboarding, client limit monitoring, collateral/margin management, and daily P&L explanation. - Monitor real-time volatility surfaces, greeks, and risk exposures across the trading book; assist senior traders with volatility arbitrage and relative value analysis. - Build and maintain pricing and analytical tools (in Python, VBA or similar) to support trade execution, P&L attribution, scenario analysis, and risk/valuation reporting. - Conduct market research and data analysis on A-share flows and cross-border institutional client requirements; identify client demand for hedging, yield enhancement, and structured investment solutions. - Liaise with sales, structuring, risk and operations teams to ensure smooth front-to-back execution; support compliance and due diligence processes for new counterparties and products. Job Requirements (Education and Experience): - Master's degree or above in Financial Engineering, Mathematics, Physics, Computer Science, or related quantitative discipline. - 1–6 years of experience in OTC options trading. Solid understanding of A-share and cross-border equity markets, volatility surfaces, and greek risk management. - Quantitative programming skills (Python, C++ or VBA) for data analysis, model building and automation. - Fluency in English and Mandarin; able to read and validate term sheets and trading documentation. - Detail-oriented, team player, able to work under pressure in a fast-paced trading environment. Familiar with China business and mandarin will be a plus.

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