Job description
We value our people and encourage everyone to grow professionally. If you think this opportunity is right for you, we encourage you to apply! Job Description: Job Description A. Multi-Asset Options Market Making & Execution Strategy
- Develop quoting infrastructure and execution logic for: o Commodities (Ags, Softs, Energy, Palm Oil) o Foreign Exchange (G10 & EM)
- Develop quoting infrastructure and execution logic for: o Vanilla options o Barrier options (single/double KO/KI) o Accumulators, TARFs, spread options o Quanto and currency-linked structures
- Formulate and execute proprietary views on volatility and skew within approved risk limits
- Manage flow, positioning, and inventory to optimize book P&L and margin retention B. Real Asset-Linked Hedging & Physical Flow Integration
- Design and manage options strategies that hedge real optionality in: o Crushing/refining spreads o Logistics, storage, and delivery flexibility o Commodity/FX hybrid structures
- Execute calendar spread and basis option hedges to manage optionality in supply chains
- Partner with commercial and physical desks to integrate: o Physical flow knowledge into pricing and trading strategies, hedging into structured supply or sales agreements C. Advanced Risk Management & Control Framework
- Own comprehensive risk oversight across all desk activities: o Greeks management (delta, gamma, vega, volga, vanna) o Payoff smoothing and reshaping of illiquid exotic exposures o Intraday and end-of-day P&L, stress, and scenario analysis
- Ensure tight controls and governance on: o Model usage and assumptions o Trade capture, lifecycle, and settlement processes o Margin and capital utilization
- Champion use of risk techniques such as: o Payoff smoothing o Static replication and delta-gamma approximation o Scenario overlays and discrete path hedging
- Implement proprietary risk optimization strategies that selectively increase exposure to mispriced volatility or skew D. Market Intelligence, Industry Networking & Structuring Insights
- Build deep market intelligence via: o Industry relationships and counterparties o Tracking large physical and financial flows o Understanding evolving market structures , liquidity regimes, and vol market microstructure
- Strategize and advise on structured product innovation to meet: o Producer and consumer hedging needs o Internal margin optimization and flow pricing
- Anticipate and position for major macro and micro drivers of volatility: o Supply chain shocks o Currency shifts o Regulatory change o Positioning dynamics and dealer gamma exposure E. Leadership, Buildout, and Stakeholder Management
- Build and lead a high-performance team spanning: o Vanilla and exotic options traders o Trading assistants and quant support o Operational and control specialists
- Oversee: o Desk buildout: risk systems, trading platforms, pricing tools o Operational integration with Middle Office, Risk, Compliance o Recruitment, training, and performance management
- Drive collaboration with: o Structuring (pricing, innovation) o Physical and commercial teams (flow visibility, integration), Risk and finance (limits, P&L reporting, capital usage) Requirements Experience in market making on both exchange and OTC platforms Prior exposure to algo trading / electronic quoting engines Established network of counterparties, brokers, and liquidity venues Commercial mindset with ability to see structured flows as both risk and opportunity 10+ years in options trading, market making, or structured derivatives across: Commodities (agriculture, energy, palm, etc.) FX (G10, EM, NDF-linked structures) Crypto (institutional options trading experience preferred) To apply, please submit your resume and cover letter outlining your interest for this role.