Summary

Corporate Structuring is a specialized cross-asset team within Global Markets division at CACIB, focusing on derivative & advisory solutions for corporate clients. The focus clients include large and local corporates, MNCs, family offices, financial sponsors (infrastructure & private equity), commodity trading companies and limited or non-recourse structured finance project vehicles. Together with Sales & Trading, the Structuring team is both client and deal oriented, and brings together expertise in derivative markets across asset classes. The global team also in-houses expertise in diversified areas spanning financial engineering, corporate risk advisory, accounting, financial regulation, legal & documentation, sustainable finance.

This Trainee should have already completed all graduation requirements by Oct 2025 andwill be ableto start working full-time from Nov 2025.Trainee program is one year to begin with and possible for extension up to 2 years in total, subject to performance and business needs.

Key Responsibilities

• Pricing & execution of derivative transactions: non-linear IR & FX products comprise the majority, but scope extends to any transactions needed for corporate hedging, financing or investment activities e.g. linear derivatives and alternative asset classes (precious metals, hybrids, credit, repos) are also often relevant.
• Master day to day pricing, market and credit risk concepts (including XVA, RWA), and understand broad corporate client business requirements and solutions.
• Ensure smooth engagement between trading & sales, and foster cooperation & trust.
• Prepare training & marketing materials for corporate sales and clients within APAC.
• Assist in design & development of new products, tools, content in response to clients needs, sales feedback, market intelligence and subsequently coordinate internal product development process when needed
• Assist in local implementation of appropriate / tailor made packaging and financing solutions (EMTN, structured deposits, fund, loan, repack, flexi-loan, liquidity / risk transfer solutions) with a strong transactional motivation in order to optimise client objectives versus risk, accounting and/or regulatory constraints

In accordance with the Mandatory Reference Checking (MRC) Scheme implemented by the Hong Kong Monetary Authority (HKMA), a successful candidate for an In-Scope Position who has held a position with an In-Scope Institution in the past 7 years will be subject to a mandatory reference check. For more details, please refer to .

Personal data provided by job applicants will be used strictly in accordance with the employer's personal data policies, a copy of which will be provided immediately upon request.

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Bachelors or higher university degree in quantitative (STEM), finance, or economics majors with less than 12 months full-time experiences

• Prior exposure or experience in FX, Rates, or other financial market products would be a plus

• Fast learner, pro-active, demonstrates initiative and commercial approach
• Keen interest in financial markets, structured products & risk solutions, product development
• Detail oriented, thoroughness to understand complex structures, risks & documentation as part of long term career development

• Analytical, numerate, innovative skillsand adaptability to work under pressure in fast moving markets
• Clear verbal & written communication skills