Head of Covered Warrants & Derivative Products

Mô tả Công việc
JOB PURPOSE
Lead the Company's Covered Warrants business end-to-end, including product development, issuance, pricing, market making, hedging, trading, risk and P&L management. Develop and expand the Company's capabilities in equity derivatives, including Futures, Options and other derivative products.
KEY RESPONSIBILITIES
CW Business Management: Develop and execute CW business strategy; oversee product selection, structuring, issuance and product lifecycle based on market demand, liquidity, risk and profitability.
Market Making & Hedging: Lead market making and trading activities; develop pricing, trading and hedging strategies; monitor positions, liquidity, P&L and key Greeks.
Pricing & Quantitative Modeling: Develop and improve pricing, valuation and risk models; apply appropriate quantitative methodologies; leverage technology and data to enhance pricing, trading and risk management.
Futures, Options & Derivatives: Utilize Futures and Options experience to support the development of new equity derivative products; evaluate product feasibility, pricing, trading, hedging and risk; identify cross-product opportunities.
P&L, Risk & Governance: Take ownership of business P&L; manage market, liquidity, model, basis and concentration risks; ensure compliance with regulatory requirements, internal limits and risk controls.
Product & Business Development: Develop products, improve liquidity and expand the Company's derivatives business.
Team Leadership: Build and lead a high-performing CW & Derivatives team; establish trading mandates, risk limits, performance standards and develop team capabilities.