PB Delta One Specialist

Job Description:

• Manage PB delta one trade flows including pre-trade checks, execution and trade capture for listed stocks, futures and other delta one products
• Managing tight control of the trading book and risk exposures – including intraday and end of day delta and FX risk while maximizing P&L and ROA
• Respond to pricing requests
• Work closely with internal sales to promote PB/delta one solutions to clients
• P&L explanation and attribution analysis
• Work closely with business management and technology team on platform building

Knowledge

• Good understanding of the technical details and risk management of securities finance and delta one products and strategies

Skills and Abilities

• Strong analytical mind
• Good communication skill and be a team player
• Strong math and computer programming skills preferred
• Excel and VBA

Qualifications

• Undergraduate degree in mathematics, statistics, financial engineering or other quantitative discipline from reputable universities
• Prime brokerage / delta one trading experience is a plus