Delta-One Trader- Analyst/Associate

China Renaissance 华兴资本; Hong Kong; On-site; HKD 600,000 - 1,200,000; Full time

Job summary

China Renaissance 华兴资本 in Hong Kong seeks an experienced delta-one trading professional to manage DMA execution, prime brokerage tasks, and post-trade processes. The role involves building pricing analytics in Python/C++ and supporting compliance with cross-border equity derivative rules.

The ideal candidate has 1–6 years in delta-one trading or DMA, strong programming skills, and fluency in English and Mandarin for contracts and trading documentation.

Qualifications

• Bachelor's or higher in quantitative discipline with strong math/finance background.
• Master's degree preferred for advanced roles.
• Quantitative programming experience for data analysis and automation.

Responsibilities

• Execute and manage DMA orders; confirm trades and coordinate settlement.
• Support prime brokerage with onboarding, margin rec, stock borrowing/lending, reconciliation.
• Monitor real-time positions and risk; assist with strategy analysis.
• Develop pricing and analytics tools (Python, VBA, or similar) for P&L and risk reporting.
• Conduct market research on cross-border flows and hedging strategies.
• Coordinate with sales, risk, and ops teams to ensure front-to-back execution; assist with due diligence and regulatory updates.

Skills

Delta-one trading

Prime brokerage

DMA execution

Python

C++

VBA

English Mandarin fluency

Data analysis

Education

Bachelor's degree or above in quantitative field

Master's degree preferred

Tools

Bloomberg

Job description

• Execute and manage DMA orders, including live, MOC and algorithmic flows; confirm trades and coordinate post-trade settlement with operations.
• Support the prime brokerage business: assist with client onboarding, margin reconciliation, stock borrowing/lending, and daily position and cash reconciliation.
• Monitor real-time positions and risk across the trading book; assist senior traders equity financing and strategy analysis.
• Build and maintain pricing and analytical tools (in Python, VBA or similar) to support trade execution, P&L attribution and risk/valuation reporting.
• Conduct market research and data analysis on A-share and cross-border institutional client flows; identify client demand for hedging, arbitrage 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.
• Stay current on regulatory developments affecting cross-border equity derivatives and synthetic financing (e.g., QFI, Stock Connect, QDI rules).

Job Requirements (Education and Experience):

• Bachelor's degree or above in Financial Engineering, Mathematics, Physics, Computer Science, or related quantitative discipline; Master's preferred.
• 1–6 years of experience in delta-one trading, prime brokerage or DMA execution. Solid understanding of A-share and crossborder equity markets, regulatory frameworks and Stock Connect mechanisms.
• Quantitative programming skills (Python, C++ or VBA) for data analysis, model building and automation. Familiarity with Bloomberg and/or trading systems a plus.
• Fluency in English and Mandarin; able to read and draft contracts, 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.