VP, Equity Derivatives Structurer

Randstad Hong Kong Limited; Hong Kong; On-site; HKD 1,200,000 - 2,000,000; Full time

Job summary

Randstad Hong Kong Limited is seeking an experienced VP-level Quantitative Structurer to lead product innovation in equity derivatives. You will design bespoke payoff structures, support client coverage, and drive solution origination for regional and global clients.

The role requires 5+ years in equity derivatives, strong programming (Python/C++/VBA), and fluency in English and Mandarin. You will collaborate with trading, sales, and risk teams, leading documentation and regulatory reviews to

Qualifications

• Degree holder in Quantitative Finance, Financial Engineering, Mathematics, Physics, or related discipline.
• Minimum of 5 years' relevant experience in equity derivatives structuring at a top-tier bank or securities firm, suitable for VP level.
• Deep expertise in exotic derivative payoffs, structured notes, FCNs, and volatility structures.

Responsibilities

• Design, price, and structure complex equity derivatives, yield-enhancement products, and FCNs for wealth management and institutional clients.
• Develop innovative payoff structures and cross-asset solutions tailored to market trends and client needs.
• Collaborate with trading desks to ensure risk transfer, pricing accuracy, and execution.
• Partner with institutional and private banking sales teams to deliver client pitches, term sheets, and product education.
• Lead documentation processes, including term sheets, governance, and regulatory reviews.
• Conduct back-testing, scenario analysis, and payoff profiling for new product approvals.

Skills

Python

C++

VBA

Quantitative Finance

Education

Bachelor Degree

Job description

Are you an experienced quantitative structurer looking to lead product innovation within capital markets? A prestigious international investment bank in Hong Kong is hiring a Vice President to join their equity derivatives team. You will design bespoke payoff structures, support client coverage, and drive solution origination.

about the company.

Our client is a premier international securities firm with a prominent presence in Hong Kong. Renowned for its global reach and innovative financial solutions, the institution specialises in equity derivatives, structured notes, and cross-border capital markets services. They offer an inclusive, performance-driven environment backed by robust risk management and leading technological infrastructure.

about the team.

You will join a top-tier Equity Derivatives (EQD) Structuring desk composed of highly skilled quantitative research and structuring professionals. The team culture is collaborative, intellectually rigorous, and market-agile. Senior leadership provides direct support, fostering close integration between structuring, trading, and institutional sales to deliver tailored cross-asset solutions to regional and global clients.

about the job.

• Design, price, and structure complex equity derivatives, yield-enhancement products, and Fixed Coupon Notes (FCNs) for wealth management and institutional clients.

• Develop innovative payoff structures and cross-asset solutions tailored to market trends and strategic client needs.

• Collaborate closely with trading desks to ensure efficient risk transfer, pricing accuracy, and seamless execution.

• Partner with institutional and private banking sales teams to deliver client pitches, term sheets, and product education.

• Lead documentation processes, including term sheet generation, product governance, and regulatory compliance reviews.

• Conduct quantitative back-testing, scenario analysis, and pay-off profiling for new product approvals.

skills & experience required.

• Degree holder or above in Quantitative Finance, Financial Engineering, Mathematics, Physics, or a related discipline.

• Minimum of 5 years' relevant experience in equity derivatives structuring within a major investment bank or securities firm, suitable for Vice President level.

• Deep technical expertise in exotic derivative payoffs, structured notes, FCNs, and volatility structures.

• Exceptional quantitative, financial modelling, and pricing capabilities with strong coding proficiency (e.g., Python, VBA, or C++).

• Strong understanding of Asia-Pacific equity markets and relevant regulatory frameworks (e.g., SFC regulations).

• Excellent communication and presentation skills, with a collaborative, team-oriented mindset.

• Professional fluency in English and Mandarin is required to support key regional institutional clients.

skills

no additional skills required

qualifications

no additional qualifications required

education

Bachelor Degree