Job Opportunity
Algorithmic Trading Quant
Confidential | Hong Kong
Job Summary
Proprietary trading firm. Use own knowledge of pricing, algos and data analysis along with strong programming skills to automate and improve current strategies and processes and develop new ones. PhD or Masters in a highly quantitative field. 3+ years solid experience of working as an algorithmic quant.
Details
Prop trading firm specializing in derivatives trading are looking to add an algorithmic quant analyst quantitative analyst based in their Hong Kong office.
Role:-
The role will be to be the senior quant on the team and you will sit with the Head of the Desk.
You will be working as a quant research analyst within options market making and derivatives arbitrage strategies. You will be using your knowledge of pricing , algos and data analysis along with strong programming skills to automate and improve current strategies and processes and develop new ones.
You will take an idea from inception through to detailed research , coding, testing and to production release.
Requirements:-
- Minimum 2 years of experience researching and developing equities execution algorithms such as VWAP, Implementation Shortfall and Liquidity Seeking.
- You must have 3 years solid experience of working as an algorithmic quant.
- You must be able to demonstrate knowledge of pricing algos and using different languages to build a new strategy. In your current job , you will be researching and developing equities execution algorithms and have a very good understanding of equity trading and market microstructure.
- You must have a minimum of 3 years of experience working in derivatives , preferably options market making . Your experience must be from within equity derivatives.
- You must have very strong C++/ Java and an overall understanding of IT. They will only consider C++/ Java knowledge .
- Experience with researching and coding volatility models and options pricing and risk .
- Experience in using and implementing optimization techniques.
Ph. D or Masters in a highly quantitative field: Mathematics, Physics, Statistics, Engineering, Operations Research, with exceptional academic results from a top tier University.
Click here for details on this job
- Job Reference #: 21761
- Min Education: MA/MS
- Min Experience: 3 years