OTC Derivatives Trader | Structured Products & Exotics (Hong Kong)

• Mathematical Proficiency: Advanced degree (Masters
• Modeling Expertise: Hands-on exp
• Product Knowledge: Deep understanding

Job Description

We are working with a premier global institutional digital asset platform in their search for an experiencedOTC Derivatives Trader to join their Hong Kong desk.

This is a strategic hire for a firm at the forefront of the digital asset evolution. The role is designed for a specialist in complex structured products—ideally from an FX or Equity Exotics background—who is looking to apply sophisticated risk-management techniques to the high-growth crypto ecosystem.

The Mandate: Exotic Flow & Risk Management

As a core member of the OTC desk, you will lead the pricing and execution of complex digital asset derivatives, managing the end-to-end lifecycle of institutional structured products.

Pricing & Execution: Quote and execute bespoke exotic payoffs, including barriers, accumulators/decumulators, and autocallables.

Risk Architecture: Active management of Greeks and volatility exposures across a live global book, ensuring rigorous P&L attribution and risk reporting.

Quantitative Collaboration: Partner with the Quant-Dev and Structuring teams to expand the firm’s exotic product shelf and refine internal pricing models.

Model Maintenance: Build and calibrate pricing tools and volatility surfaces, ensuring alignment with market-observable data.

Technical Profile & Requirements

We are seeking a candidate with a process-driven approach to risk and deep expertise in non-linear derivatives.

Experience: 5+ years on a top-tier exotic derivatives desk (Investment Bank, Hedge Fund, or Crypto-native firm).

Asset Class Versatility: While crypto experience is a plus, we are highly interested in candidates with a strong track record in FX or Equity exotics .

Mathematical Proficiency: Advanced degree (Masters or PhD) in Financial Engineering, Mathematics, or Physics.

Modeling Expertise: Hands-on experience with mixed volatility models, including Local-Stochastic Vol, Heston, and SABR .

Product Knowledge: Deep understanding of complex payoff structures and the mechanics of hedging exotic risk.

Languages: Fluency in English is required; proficiency in Mandarin or Cantonese is highly advantageous for the regional market.

The Environment

This firm blends the rigor of institutional finance with the agility of a technology leader. The Hong Kong office serves as a critical hub for their Asian operations, offering a high-performance, entrepreneurial culture that rewards independent decision-making and technical excellence.

Location: Hong Kong (Central).

Culture: Fast-paced, mission-first, and highly collaborative with global teams.

Package: Competitive base, performance-based discretionary bonus, and comprehensive institutional benefits.