【职位描述】

1、跟踪权益市场，基于市场行情设计适宜的衍生品配置、交易方案；
2. 负责进行权益类场外衍生品报价、交易及簿记；
3. 负责管理场外衍生品风险敞口，执行对冲交易，研发并优化对冲策略；
4. 负责交易损益核算、盈亏归因及各类报表的制作；
5. 负责与其他岗位协同研究衍生品结构、验证衍生品模型；
6. 交易相关的其他工作。
1. Track the equity market, and design suitable derivatives trading solution based on market conditions;
2. Responsible for quoting, trading and booking of equity OTC derivatives;
3. Responsible for managing the OTC derivatives book, executing hedging transactions, developing and optimizing hedging strategies;
4. Responsible for profit and loss accounting, explanation and preparation of various reports;
5. Responsible for researching derivative structure products and verifying derivative model in collaboration with other team;
6. Other work related to trading.

【入职要求】

1. 国内外知名大学数学、金融、金融工程、物理或相关专业全日制硕士学历；
2. 具备期权相关知识，熟悉常见的期权定价模型与数值定价方法；
3. 精通Excel和VBA编程，熟练运用Python、Matlab、R等至少一种数学分析语言，具有扎实的数据分析、逻辑推理能力；
4. 具备2年以上交易经验，有场外衍生品相关交易经验者优先；
5. 工作仔细、认真、负责，具备优秀的沟通能力、团队意识、合规意识、风险管理意识和能力。
1. Full-time master degree in mathematics, finance, financial engineering, physics or related majors from domestic and foreign well-known universities;
2. Possess option-related knowledge, familiar with common option pricing models and numerical pricing methods;
3. Proficient in Excel and VBA programming, proficient in using at least one mathematical analysis language such as Python, Matlab, R, etc., and have solid data analysis and logical reasoning capabilities;
4. With more than 2 years of trading experience, experience in OTC derivatives related trading is preferred;
5. Work carefully, conscientiously, and responsibly. Excellent communication skills, teamwork spirit, compliance awareness, risk management awareness and ability.