Position Overview:
We are seeking a Financial Engineer & Product Structurer to develop and implement quantitative models for derivative products while supporting commercial execution. This role combines technical modeling expertise with business development capabilities, requiring end-to-end ownership of structured product launches and close collaboration with cross-functional teams.
Role and Responsibilities / :
Quantitative Modeling & Development
- Research, develop, and implement pricing and risk management models for equity derivatives and structured products
- Build and maintain pricing platforms, trading tools, and volatility management systems
- Support daily operations including hedging strategies and mark-to-market processes
Product Structuring & Innovation
- Design customized financial solutions and provided competitive pricing for complex derivative structures
- Collaborate with Trading, Sales, Risk, Operations, Accounting, IT, and Legal teams to launch new products
- Act as technical expert in testing and enhancing platforms for new financial instruments
Business Development & Analysis
- Conduct market feasibility studies and competitive analysis to identify product opportunities
- Gather and analyze data on internal products, competitor offerings, and market trends
- Present product proposals to Investment Committee, Risk Management Committee, and New Product Review Committee
Governance & Reporting
- Prepare monthly performance reports and annual risk assessments for senior committees
- Support internal and external audits of pricing models and methodologies
- Contribute to strategic business planning and risk management initiatives
Qualifications / :
Education
- Master's degree in financial engineering, Mathematical Finance, Computational Finance, or related quantitative field
Experience
- 3-5 years of experience in quantitative finance, derivatives pricing, or structured products
- Proven track record in developing and implementing pricing models
Technical Skills
- Advanced programming proficiency in Python and VBA (required)
- Experience with VB.NET or C# (preferred)
- Strong understanding of derivative pricing theory and risk management
- Knowledge of Delta and Vega hedging for exotic options
Professional Competencies
- Strong analytical and problem-solving abilities
- Excellent communication skills with ability to explain complex technical concepts to non-technical stakeholders
- Project management and cross-functional collaboration experience
- Commercial mindset with ability to translate quantitative analysis into business solutions
*This position requires a criminal background check.
