Financial Engineer & Structurer - Derivatives Product

About the Role

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.

Responsibilities / หน้าที่ความรับผิดชอบ

• 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 provide 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 / คุณสมบัติ

• 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.

Additional Information

• This position requires a criminal background check.