高级产品经理

About the role

As Hong Kong's role as a pivotal hub connecting Chinese assets with global capital continues to grow, demand for OTC derivatives, structured products, and volatility trading linked to mainland China, Hong Kong, and global underlying assets (equities, indices, interest rates, FX, commodities, etc.) has surged. However, the cross-market OTC derivatives ecosystem — including over-the-counter trade structures, implied volatility surface / roll yield fitting, OTC option valuation and risk control, buy-side and sell-side specific trading and risk workflows, as well as regulatory and liquidity differences across mainland China, Hong Kong, and international markets — presents significant professional barriers and cross-border complexities.

Professionals in Hong Kong who combine "comprehensive cross-market OTC derivatives ecosystem knowledge" with "B2B product implementation capabilities for international financial institutions (buy-side / foreign investment banks)" are extremely scarce. This role seeks to hire a versatile financial product expert capable of bridging information gaps between domestic and foreign institutions, buy-side and sell-side participants, and cross-market structures.

Key responsibilities

1. Cross-Border OTC Derivatives Product and Data Infrastructure Development

• Industry ecosystem translation: Decompose OTC derivatives trading and risk management scenarios across mainland China, Hong Kong, and international markets, transforming complex cross-market ecosystems into standardized, scalable B2B data platforms and terminal functionalities.
• Market data, pricing, and risk control productization: Lead product design covering the end-to-end workflow from underlying data ingestion and daily quote fitting to portfolio valuation and pre-trade / intra-trade risk control modules.
• Structured product research and risk indicator development: Systematically research cross-market structured product design logic, pricing characteristics, and historical performance using a data-driven approach. Integrate daily quotes, implied volatility surfaces, and roll yield / basis data to build and continuously iterate derived market risk indicator systems (e.g., knock-in / knock-out concentration, scenario drawdowns, hedging costs, roll sensitivity, etc.), and productize these analytics through standardized data pipelines and quantitative modeling into monitorable risk analysis modules.

2. International Client Data Solutions (Buy-Side & Sell-Side / Foreign Institution Engagement)

• Foreign institution and buy-side data enablement: Lead pre-sales technical presentations, product demos, and differentiated solution design for leading global investment banks, foreign hedge funds, Chinese asset managers expanding overseas, and Hong Kong-based institutions, supporting their decision-making, pricing, and trading workflows through data product capabilities.
• Buy-side research support: Deeply understand the actual workflows of buy-side research and risk management teams (public funds / private funds / hedge funds), embedding products into their daily decision-making processes including structured product screening, performance scenario stress testing, and counterparty credit exposure monitoring, ensuring product stickiness and rigid usage.
• Deep workflow and data requirement penetration: Gain in-depth understanding of real buy-side and sell-side workflows and data needs, drive product adoption across institutional valuation, risk control, and research use cases, and increase customer renewal rates and PV through data-driven closed-loop value delivery.

3. Data Engineering and Quantitative Model Collaboration

• Data pipeline and architecture collaboration: Work closely with underlying data engineering and quantitative teams to define cross-market data pipeline logic (Python/SQL/API). Lead end-to-end design from multi-source data ingestion, cleaning, and standardization to service delivery, ensuring a data architecture that delivers high throughput, low latency, high accuracy, and horizontal scalability.
• Quantitative and time-series modeling: Collaborate on building high-quality quantitative and time-series models (parameter fitting, structured product valuation, risk indicator calculation, etc.), driving model delivery from research prototype to production environment and continuous iteration.
• Data governance and model validation: Establish data quality monitoring, reconciliation consistency validation, and model back-testing / verification logic to ensure cross-market data credibility and risk indicator robustness, providing a reliable data and model foundation for the risk control and research modules described above.

4. Institutional-Grade Product Lifecycle Management

• Own the end-to-end product lifecycle, including: market research and competitive analysis → product roadmap planning → PRD writing and revie1. Business Background (Must-Have)

Requirements

1. Business Background

• 5–8 years of B2B product experience in fintech / financial data, with at least 3 years focused specifically on OTC Derivatives, including hands-on project delivery experience in Total Return Swaps (TRS), option-embedded products, and structured notes such as Snowball / FCN products. Familiarity with product structures and trading mechanisms across mainland China, Hong Kong, and major global markets is preferred.
• Deep understanding of OTC derivatives ecosystem differences across mainland China, Hong Kong, and international markets, including but not limited to: differences in trading varieties (e.g., Hong Kong warrants / CBBCs vs. mainland OTC options), differences in trading hours and settlement mechanisms, differences in regulatory reporting requirements, and differences between ISDA master agreements and NAFMII master agreements.
• Data-driven product thinking, with the ability to clearly articulate how implied volatility surface construction and roll yield / basis curve fitting impact portfolio NAV in OTC derivatives valuation processes, and to drive product iteration through quantitative analysis.

2. Product and Data Engineering Capabilities (Hybrid Skill Set)

• Product hard skills: Proficiency in Axure RP, Figma, and other prototyping tools, with the ability to translate complex quantitative logic into clear, intuitive, and user-friendly B2B product interfaces. Proficiency in JIRA / Confluence for agile project management and product documentation.
• Data / quantitative orientation (strongly preferred): A master's degree or above in Financial Engineering, Mathematics, Physics, Computer Science, or other quantitative disciplines is preferred. Proficiency in Python or SQL is required, with the ability to independently conduct data analysis, data quality validation, and basic quantitative model back-testing. Candidates must be able to engage in technical dialogue with Quant teams on model assumptions and parameter calibration logic.

3. Language and Communication Skills

• Native Mandarin Chinese, capable of seamless complex business communication and requirement discovery with mainland institutions (including Chinese securities firms, bank wealth management subsidiaries, and fund companies).
• Fluent English listening, speaking, reading, and writing, able to independently lead English-language product demonstration meetings, write English PRDs and client delivery documents, and conduct professional, fluid business and technical exchanges with overseas institutional clients.
• Strong communication and influencing skills, able to effectively coordinate internal R&D teams, Quant teams, and external client requirements to drive complex project delivery.

4. Preferred Qualifications (Nice-to-Have)

• CFA, FRM, or CQF certification is a plus.
• Familiarity with options market-making systems or quantitative trading systems (understanding of trade execution logic) is preferred.
• Experience working in buy-side / sell-side roles at Hong Kong or offshore financial institutions is preferred.

Position Highlights

1. Unique and irreplaceable positioning: Fill the talent gap in the "cross-market OTC derivatives ecosystem" within Hong Kong's fintech market, becoming a key bridge between domestic and foreign institutions and cross-market participants.

2. High impact and strategic influence: Directly engage with global Tier-1 institutions (foreign investment banks, top hedge funds), leading the design and delivery of high-ticket, high-retention institutional-grade financial products.

3. Multidimensional capability growth: Spanning four dimensions — Financial Engineering, Data Engineering, Agile Product Management, and International Commercial Solutions — with a highly competitive compensation package and clear career development trajectory.