Key Responsibilities Trade and manage risk across Delta One products, including cash equity baskets, ETFs, index futures and swaps. Develop, implement and manage index arbitrage strategies Monitor fair value, carry, funding, dividend assumptions, stock borrow and transaction costs to identify and execute arbitrage opportunities. Manage intraday and overnight risk, including delta, beta, basis, liquidity and tracking error exposures. Partner with Quant and Technology teams to enhance pricing, automation, execution tools and risk infrastructure. Work with Sales and clients on index-related flow, program trading and execution solutions. Perform P&L analysis, trade review and risk attribution; ensure adherence to internal risk limits and control frameworks.
Job Requirements
Qualifications Bachelor’s degree or above in Finance, Economics, Mathematics, Statistics, Engineering, Computer Science or a related discipline. Relevant experience in Delta One, index arbitrage, ETF trading, program trading or equity derivatives trading. Strong risk management judgment and ability to operate in a fast-paced trading environment. Solid analytical and programming skills; Python required, with knowledge of SQL, kdb/q or C++ a plus. Strong communication skills and ability to work effectively across Trading, Sales, Quant, Technology, Operations and Risk. High level of integrity, discipline and attention to detail.