• Competitive
  • Hong Kong
  • CDI, Plein-temps
  • Citi
  • 2018-06-19

ICG Markets - Head of Synthetic Trading APAC – Director - Hong Kong

ICG Markets - Head of Synthetic Trading APAC – Director - Hong Kong

  • Primary Location: Hong Kong SAR of PRC,Hong Kong,Hong Kong
  • Education: Bachelor's Degree
  • Job Function: Trading
  • Schedule: Full-time
  • Shift: Day Job
  • Employee Status: Regular
  • Travel Time: No
  • Job ID: 18036505


Part of the APAC Prime & Delta-One trading team, the Synthetic Trading Team is responsible for pricing, risk management, trading, and booking of single stocks and overall client portfolios.
The Synthetic Trading Head will oversee the team and will be responsible of the Synthetic product development.
He will work with sales, other Trading desks and clients to grow our Synthetics commission wallet and trading revenues by increasing market share and improving optimization.
They will also partner with Quant and IT teams to automate existing flows, develop Citi's electronic offer and implement optimization tools.
As part of the broader Delta One team they will contribute to enhancing our risk management framework to ensure we can provide a full service client offering.
Key Responsibilities:
  • Implementing leadership in order to grow Citi Synthetic platform and offering.
  • Price trades & portfolios, manage the risk, optimize the inventory & minimize funding costs
  • Optimise the collateral usage, RWA on SFTs and balance sheet usage
  • Assist in enhancing the swaps booking platform to achieve automation and flexibility
  • Support development of alternative hedging strategies ie single stock futures
  • Providing market and pricing feedback to the Returns and demand team to assist in client pricing
  • Constant improvement of business reports and analytics assisting in smart decision making
  • P&L explanation and attribution analysis


Qualifications and Competencies
  • Prior experience with a Global Investment Bank working within the Synthetics Market making business
  • Prior trading experience and ability to price derivatives.
  • Proficiency in mathematics, Financial engineering,
  • Excellent communication skills
  • Excel & VBA. Basic programming experience preferred but not required
Hong Kong Hong Kong Hong Kong HK