About this role
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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.