VP Equity Derivatives Structurer — Drive Bespoke Payoffs

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

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