Portfolio Manager – Equity Derivatives
Qualifications and Experience
* Minimum 6 to 7 years of relevant experience in a bank or fund managing risk assets in Derivatives including equity, F/X & volatility
* Strong academic achievement with a quantitative background (mathematics, physics, finance, or related sciences)
* Experience with China markets, understanding of key indexes and listed ADRs
* Proven track record of idea generation, conviction in ideas, and P&L management
* Risk management skills, including building models to analyze Greeks (desirable)
* Experience living and working in Hong Kong is preferred
Responsibilities
* Manage cross-asset strategies for Greater China, trading global instruments including equity, F/X, credit, and interest rate derivatives
* Construct market-neutral trades, generate trading ideas based on macro and price data
* Communicate strategies effectively to Hong Kong team and peers
* Develop models to evaluate risk and manage technical teams
* Potential for leadership growth within the London office
Additional Details
Working hours are aligned with US hours from London. The role offers a salary of £120,000 - £150,000 plus performance bonuses. The firm is expanding its London team to execute strategies in US/European time zones, with a focus on cross-asset strategies including FX, commodities, equities, fixed income, and interest rates, emphasizing Greater China influence.
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