A top investment bank are currently expanding their equity derivatives research team with a hire in Hong Kong. This is an active hire and the manager is looking to secure the hire as soon as possible.



This is an VP/ Vice President level hire. All applicants must have an MSC/PHD in a quantitative and financial subject.

The ideal candidate will have experience within Flow derivatives research and have a genuine interest in Equity derivative strategies. This is a client facing role therefore you should have excellent communication skills and an excellent grasp of financial markets.



Your responsibilities will include:-

- Generating trading & investment ideas related to equity derivatives for sales and traders, including assisting in selling these ideas to clients.

- Collaborating with traders to backtest trading opportunities on listed products (equity, options and futures) & OTC products (variance swaps, dividend swaps, dispersion swaps, exotic options, etc) and to develop databases for analysis.

- Collaborating with sales and structuring group to construct innovative custom baskets and thematic indices, take advantage of fundamental and volatility views to construct new structured products.

- Providing research and analysis on ad-hoc requests (hedging basket, index rebalance, impact analysis due to corporate actions, futures roll, etc) from both external clients and various internal groups.



This is one of the most successful Equity derivative strategy teams and will provide you with an excellent opportunity to move into a sales/structuring or trading role.



Interviews are taking place currently. Please apply directly to strategy@selbyjennings.com or visit our website at www.selbyjennings.com .

ALL CV’S must be sent in WORD format.