Delta One Trader (Index & Futures Trading)(J19560)

职位描述

我们正在寻找一位充满活力、注重细节且以客户为中心的 Delta One 交易员，加入我们的指数与期货交易台（Index & Futures trading desk）。该职位主要专注于Flow业务的交易执行及客户服务工作，覆盖A股股股指期货、指数一篮子股票及相关线性产品。理想的候选人需兼具对中国 A 股市场微观结构的理解并了解场外衍生品规则，拥有出色的客户沟通能力、敏捷的决策能力和高压环境下的风险管理能力。

We are seeking an energetic, detail-oriented, and client-focused Delta One Trader to join our Index & Futures trading desk. This role primarily focuses on flow execution and client-facing business, covering A-share index futures, index baskets, and related Delta One products.

The ideal candidate will combine deep technical expertise in China A-share market microstructure and derivatives rules with exceptional client-facing skills, agile decision-making, and strong risk management capabilities under pressure.

主要职责 | Key Responsibilities

客户指令执行与Flow交易：

以高精度、低跟踪误差执行 A 股股指期货、指数互换及底层现金指数一篮子股票/ETF 的客户指令。

为指数互换产品及Flow交易向机构客户提供具有竞争力的双边报价。

与机构客户、销售、产品及相关方建立并维护良好关系，确保交易执行与沟通顺畅。

Client Execution & Flow Trading:

Execute daily client orders across A-share index futures, index swaps and underlying cash index baskets/ETFs with high precision and low tracking error.

Provide competitive pricing and two-sided quotes for index-linked products, swaps, and flow trades to institutional clients.

Build and maintain strong relationships with institutional clients, sales, structurers and internal stakeholders, ensuring seamless flow execution and communication.

风险管理与交易台维护：

管理客户交易及对冲带来的交易台实时风险敞口。

在股指期货、现金股票及 ETF 之间执行动态对冲策略，在风险限额内维持市场中性头寸。

负责交易台日常账户运营、现金流管理、保证金监控及交易全生命周期维护。

Risk Management & Desk Maintenance:

Manage real-time desk exposure resulting from client flows and book positions.

Execute dynamic hedging strategies across index futures, cash equities, and ETFs to maintain market-neutral positions within risk limits.

Oversee daily desk account operations, cash flow management, margin requirements, and trade lifecycle maintenance.

市场分析与定价机制：

监控并分析 A 股期货及底层股票的公允价值、基差动态、持有/融资成本及展期收益。

深入理解指数再平衡、成分股权重及指数定价套利机制，以优化业务收入。

Market Analysis & Pricing Mechanics:

Monitor and analyze fair value, basis dynamics, carry/funding costs, and rollover yields for A-share futures and underlying stocks.

Demonstrate a thorough understanding of index rebalancing, constituents weighting, and index pricing arbitrage mechanics to optimize business outcomes.

任职要求

经验：

金融、经济、金融工程、量化金融或相关学科本科及以上学历。

2–5 年在大型投资银行、证券公司或对冲基金 Delta One、指数套利、ETF 或股票衍生品交易台的交易经验。

Experience:

Bachelor’s degree or higher in Finance, Economics, Financial Engineering, Quantitative Finance, or related disciplines.

2–5 years of trading experience on a Delta One, Index Arbitrage, ETF, or Equity Derivatives trading desk at a major investment bank, securities firm, or hedge fund.

专业领域知识：

深入理解中国 A 股交易规则、中金所期货机制（保证金、持仓及交易限额、结算规则）及市场微观结构。

扎实掌握指数计算方法、定价逻辑（公允价值定价、期货基差、展期动态）及对冲策略。

Domain Expertise:

Deep technical understanding of China A-share trading rules, CFFEX futures mechanisms (margin, position and trading limits, settlement rules), and market microstructure.

Solid grasp of index calculation methodologies, pricing logic (fair value pricing, futures basis, roll dynamics), and hedging strategies.

软技能与行为特质：

诚信正直、低调谦逊、艰苦奋斗，具备良好的道德品质

出色的客户沟通能力： 优秀的口头及书面沟通能力，能够清晰地向客户及相关方阐述市场观点与定价逻辑。

抗压能力与韧性： 能够在快节奏、高压力的实时交易环境中保持冷静并表现优异的应对能力。

敏捷性与适应性： 具备敏锐的情境感知能力及快速决策能力，以应对高波动性市场事件及突发场景。

Soft Skills & Behavioral Traits:

Upright, humble, diligent with high moral values

Strong Client-Facing Skills: Excellent verbal and written communication skills with the ability to articulate market insights and pricing logic clearly to clients and internal stakeholders.

Stress Tolerance & Resilience: Ability to thrive and remain calm in a fast-paced, high-pressure live trading environment.

Agility & Adaptability: Quick decision-making skills with high situational awareness to handle high-volatility market events and unexpected execution scenarios.

Disclaimer

CICC is committed to fostering an environment of equity and diversity. We recognize the importance of fair treatment in all aspects of our business, from recruitment and hiring to professional development and advancement.

CICC aims to build an inclusive workplace that values the diverse backgrounds, ideas, and cultures of our employees. We strive to create an environment where every employee feels heard, supported, and empowered to contribute to the company's growth and success. By leveraging our collective strengths, we aim to drive innovation and achieve excellence in the industry.

It is CICC’s responsibility to provide equal employment opportunities to all prospective employees, regardless of race, ethnicity, gender, age, disability, or any other characteristics protected by law.

The preceding job description has been designed to indicate the general nature and level of the work to be performed by employees within this classification. It is not intended to contain or be interpreted as a comprehensive inventory of all duties, responsibilities and qualifications required of employees assigned to this job.