Wind Comes Investment

Responsibilities:

• Execute delta/gamma/vega hedging for OTC structured options products, including but not limited to Accumulators, Decumulators, Fixed Coupon Notes (FCNs), and other exotic/structured note payoffs.

• Implement and run approved trading strategies in line with prevailing market conditions, risk limits, and position risk management guidelines.

• Actively monitor live hedging positions and P&L attribution; dynamically rebalance hedges and adjust strategy parameters to minimize slippage, optimize hedging costs, and improve overall performance.

• Collaborate closely with the sales/structuring desk by providing technical input on option payoff structures, Greeks behavior, and hedging implications to support tailored client solutions and structured product origination.

Job Requirements:

• Strong command of the Black-Scholes framework, stochastic volatility models (e.g. Heston, SABR, local vol), and market microstructure; deep practical understanding of option Greeks, implied volatility dynamics, skew/smile, and multi-leg option strategies/combinations.

• Minimum 3 year of hands-on experience in options hedging / delta-one hedging / structured products trading (OTC or exchange-traded).

• Proficiency in Python for data analysis, risk analytics, and automation of hedging workflows is strongly preferred.

• Holding or pursuing relevant professional qualifications such as FRM, CFA, or equivalent is advantageous.

• Prior trading or hedging experience in digital assets / cryptocurrencies is highly preferred.

• Excellent team player with strong communication skills and the ability to work effectively across sales, structuring, trading, and risk functions.