• CDI, Plein-temps
  • Anson McCade
  • 2019-02-20
  • Hong Kong
  • Negotiable
  • Plein-temps

Equities - Systematic Marketing Making Strat, Assoc level

Hong Kong based Looking for a highly motivated team-player with an entrepreneurial mind to join the team. The successful candidate will be an integral part of the Strats team, who will help focus on application development for the High Frequency Trading Team.

Our client is looking for a highly motivated professional to join Quantitative Volatility Trading (QVT) within the Equities Franchise. As a Research Strat within QVT you will engage in advanced research and modelling related to pricing, risk management and signal generation, all in the context of a low-latency derivative market making group.

Responsibilities include:

  • Research alpha on horizons spanning microseconds to days and weeks.
  • Analyze large sets of data using advanced statistical techniques.
  • Develop and deploy models for managing risk in a large portfolio of options, futures and stock.
  • Investigate market microstructure and develop algorithms to maximize trading profitability.
  • Develop, extend and maintain complex derivatives pricing models.

Basic Qualifications:

  • Strong academic background in a relevant field (e.g. Physics, Mathematics/Statistics, Engineering, or Computer science).
  • Strong quantitative, problem solving and programming skills.
  • Strong time management skills with attention to details, and the ability to multi-task.
  • Strong written and verbal communication skills and ability to work in a collaborative environment.

Preferred Qualifications:

  • Relevant work experiences in derivatives.
  • Experience in high-frequency or algorithmic trading.
  • Experience in portfolio risk management.
  • Solid work ethics, team oriented, high levels of motivation.
  • Ability to work in high-pressure and time-sensitive situations.