Position Purpose

Index Exotics APAC is a trading desk within Equity Derivatives Trading that makes prices for clients and manages the risk coming from client products on Equity Indices in Asia-Pacific (e.g., equity-linked notes & swaps on NIKKEI 225, TOPIX, HSCEI, HSI, KOSPI 200, CSI 300). The desk focuses on managing its market exposure (delta, gamma, vega, rho).

Responsibilities

The role of the graduate within the team will be daily production on trading books, including :

− Producing risk and greeks for the books

− Replying to price requests

− Hedging the books

On top of that, the graduate will be expected to contribute to the overall efficiency of the desk, by :

− Creating reports and screeners

− Sharing trade ideas and opinions

Technological & Behavioral Competencies

- Understanding of option trading (greeks & models)

- Ability to write code in Python or VBA