FICC - FX Options Trader - D/ED

Job Description

1. Responsible for the pricing, risk management, and hedging execution of FX Options products, including vanilla options, barrier options, digital options, and structured FX derivatives. Manage client-flow hedging activities within authorized risk limits to achieve revenue targets.
2. Develop and optimize volatility trading and hedging strategies across spot FX, forwards, NDFs, options, and cross-asset products. Monitor market risk exposures and manage volatility surfaces, skew, and correlation risks.
3. Lead the validation and enhancement of pricing models for FX options and structured products. Drive the automation of pricing, hedging, and risk monitoring processes to improve trading efficiency and risk management capabilities.
4. Expand hedging channels and liquidity access through interbank counterparties, brokers, and global liquidity providers to improve execution efficiency and risk management capabilities.
5. Collaborate closely with Structuring and Sales to develop customized FX risk management and investment solutions for institutional, corporate, and financial institution clients.

Qualification

1. Master’s degree or above in Mathematics, Financial Engineering, Physics, Statistics, or other quantitative disciplines.
2. 10+ years of experience in FX options trading, strong understanding of FX markets, including FX Spot, Forwards, NDFs, FX Options, and structured FX products. Solid knowledge of FX option pricing methodologies, risk management frameworks.
3. Proficiency in quantitative and analytical tools such as Python, VBA, and SQL is preferred.
4. Strong market awareness, risk management mindset, and teamwork capabilities, with excellent learning ability, communication skills, and execution capability.
5. Fluency in Mandarin and English (required for internal/external communication).