Senior Product Manager - Derivatives Risk

Futu Holdings Limited; Hong Kong; On-site; HKD 600,000 - 800,000; Full time

Job summary

Futu Holdings Limited in Hong Kong seeks a skilled leader to drive initiatives in futures trading. You will manage specialized projects, conduct in-depth market research, and design margin calculation algorithms. The role demands over 5 years of experience in trading and risk operations, as well as proficiency in both Chinese and English.

Ideal candidates bring a strong educational background in fields like Financial Engineering or Mathematics and demonstrate exceptional problem-solving and analytical skills.

Qualifications

• 5+ years of experience in trading or risk operations for futures and options.
• Deep understanding of industry-standard futures margin models like SPAN and VaR.
• Exceptional problem-solving, analytical, and communication skills.
• Bilingual in Chinese and English with strong proficiency.

Responsibilities

• Lead and drive specialized initiatives for futures businesses.
• Conduct market research and competitive analysis in derivatives.
• Design and maintain margin calculation algorithms.

Skills

Project Leadership

Market Insights & Research

Risk Logic & Margin Algorithms

Quantitative & Technical Expertise

Execution & Problem Solving

Bilingual proficiency in Chinese and English

Education

Degree in Financial Engineering

Degree in Financial Mathematics

Degree in Economics

Degree in Finance or a related STEM field

Job description

Responsibilities

• Project Leadership: Lead and drive specialized initiatives and end-to-end projects for futures and related derivatives businesses
• Market Insights & Research: Conduct deep-dive market research and competitive analysis in the futures and derivatives space. Pioneer preliminary research on new asset classes and product categories, comprehensively evaluating both their commercial viability and associated business risks
• Risk Logic & Margin Algorithms: Design, maintain, and continuously iterate margin calculation algorithms and core risk management logic for futures products

Requirements

• Domain Experience: 5+ years of experience in trading or risk operations specifically for futures and futures options. Prior experience in risk system architecture or product design is highly preferred
• Quantitative & Technical Expertise: Deep understanding of the underlying principles of industry-standard futures margin models (e.g., SPAN, VaR) and hedging mechanisms. Proven ability to spearhead the design and optimization of complex margin algorithms
• Execution & Problem Solving: Exceptional analytical, problem-solving, and cross-functional communication skills. Capable of closely tracking product development progress to ensure high-quality delivery while effectively mitigating business risks
• Language Proficiency: Bilingual proficiency in Chinese and English. Excellent reading, writing, listening, and speaking skills in both languages, with the ability to use them effectively as primary working languages
• Educational Background: Degree in Financial Engineering, Financial Mathematics, Economics, Finance, or a related STEM field