Volatility & Structured Products Trader (Crypto/US Equities)

Matrixport; Hong Kong; On-site; HKD 1,400,000 - 2,400,000; Full time

Job summary

BIT is seeking a senior quantitative trader to own pricing, quoting, market-making and risk management of structured products across digital assets and tokenized / US equities. You will manage exotic options exposures and drive continuous improvement of pricing models and trading systems.

You should have a strong background in Python and SQL, solid understanding of BS/local/stochastic vol, and fluency in English and Chinese, with at least 3 years in a high-intensity trading environment.

Qualifications

• Master’s or higher in a quantitative field.
• 3+ years trading exotic options/structured products.
• Strong pricing knowledge: BS, local vol, stochastic vol.
• Python for pricing, data analysis, backtesting; SQL reading.
• Fluent in English and Chinese.

Responsibilities

• Pricing & quoting real-time for structured products.
• Risk management & hedging of the book.
• Maintain implied-volatility surface and alpha generation.
• Inventory management and hedging with external vendors.
• Collaborate with quant/dev to automate pricing and risk.

Skills

Exotic options trading

Structured products

Market-making

Risk management

Python

SQL

Quantitative analysis

English and Chinese fluency

Education

Master’s or above in Mathematics/Physics/Financial Engineering/Computer Science

Tools

SQL

Job description

BIT is seeking a senior quantitative trader to own pricing, quoting, market-making and risk management of structured products across digital assets and tokenized / US equities. You will manage exotic options exposures and drive continuous improvement of pricing models and trading systems.

You should have a strong background in Python and SQL, solid understanding of BS/local/stochastic vol, and fluency in English and Chinese, with at least 3 years in a high-intensity trading environment.