TRS Pricing Associate, Global Markets - leading Securities firm

Randstad Hong Kong Limited; Hong Kong; On-site; HKD 900,000 - 1,500,000; Full time

Job summary

Randstad Hong Kong Limited invites applications for a quantitative operations role focused on cross-border derivatives and TRS transactions. You will work within a highly analytical team to monitor stock inventory, analyze client requirements, and develop pricing models for daily deployment in TRS and related markets.

Candidates should have 3+ years in HK-based derivative experience, strong Python/VBA/SQL skills, and familiarity with A-shares, HK stocks, and US equities. CFA/FRM preferred.

Qualifications

• 3+ years of HK-based experience in cross-border derivatives, TRS transactions, and securities short-selling.
• Proficiency in Python, VBA, SQL, and other data-analytics tools.

Responsibilities

• Monitor, compile, and analyse stock inventory supply and utilisation across internal channels to establish regular data review mechanisms.
• Collect, dissect, and analyse client requirements for TRS short-position business to generate actionable insights for strategy refinement and expansion.
• Develop and continuously enhance quantitative inventory pricing models, implementing daily dynamic pricing to ensure professional and market-aligned outcomes.
• Execute daily inventory deployment to underpin the stable operations of TRS short-position and cross-border derivatives businesses.
• Enhance functionalities of the inventory management system in response to front-line business requirements and continuous market evolution.
• Refine end-to-end inventory-related policies and operating procedures to boost overall operational efficiency.

Skills

TRS

Delta One

Equity Finance

Equity Derivatives

ETFs

Education

Bachelor Degree

Tools

Python

VBA

SQL

Job description

About the company

You will be joining a top-tier financial institution with a strong presence in both the Hong Kong and global markets. The organisation is renowned for its innovative approach to cross-border securities trading, its robust regulatory compliance framework, and its commitment to leveraging advanced data analytics to drive business expansion.

About the team

You will work within a highly analytical, fast-paced, and collaborative quantitative operations team. The department values meticulous problem-solving, continuous technological enhancement, and cross-functional synergy. You will partner closely with front-line business units and IT divisions to refine trading systems and ensure the stable operation of complex derivative transactions.

About the job

• Monitor, compile, and analyse stock inventory supply and utilisation across internal channels to establish regular data review mechanisms.

• Collect, dissect, and analyse client requirements for TRS short-position business to generate actionable insights for strategy refinement and expansion.

• Develop and continuously enhance quantitative inventory pricing models, implementing daily dynamic pricing to ensure professional and market-aligned outcomes.

• Execute daily inventory deployment to underpin the stable operations of TRS short-position and cross-border derivatives businesses.

• Enhance functionalities of the inventory management system in response to front-line business requirements and continuous market evolution.

• Refine end-to-end inventory-related policies and operating procedures to boost overall operational efficiency.

Skills & experiences required

• Bachelor's degree or above in Computer Science, Applied Mathematics, Financial Engineering, Statistics, Finance, or a related discipline.

• 3+ years of Hong Kong-based experience in cross-border derivatives, TRS transactions, and securities short-selling.

• Proficiency in Python, VBA, SQL, and other data-analytics tools, supported by strong data-processing and quantitative-analysis capabilities.

• Solid familiarity with trading, settlement, and compliance rules for A-shares, Hong Kong stocks, and US equities.

• Fluent English for cross-border business communication; excellent problem-solving, resilience, and cross-functional collaboration skills.

• CFA or FRM charter holders, or candidates with hands-on financial modelling experience and relevant competition awards, are highly preferred.

Key responsibilities

Monitor, compile, and analyse stock inventory supply and utilisation across internal channels to establish regular data review mechanisms.

Experience

3 years

Skills

• Total Return Swaps (TRS)
• Delta One Synthetic Prime Brokerage (Synthetics)
• Equity Finance / Securities Lending
• Equity Derivatives
• Exchange-Traded Funds (ETFs)

Qualifications

3+ years of Hong Kong-based experience in cross-border derivatives, TRS transactions, and securities short-selling. Proficiency in Python, VBA, SQL, and other data-analytics tools, supported by stron

Education

Bachelor Degree