Senior Quantitative Strategist - Derivatives Trading - Top Tier Bank

Job level Senior
Education Bachelor Degree
Location
Central Central Hong Kong Island, Hong Kong
Employment type Full Time
Industry Banking
Job function Banking / Finance > Corporate Banking
Banking / Finance > Dealing / Trading
Banking / Finance > Private Equity / Venture Capital
Published On 30/08/2018 2018-08-30 2018-09-29
  • Highly Respected and Leading Global Bulge Bracket Bank
  • Great Career Growth Potential
  • Fantastic Compensation & Benefits Package
Responsibility 
  • Work closely with EQD trading desks to build analytics and data-driven processes to quantitatively automate and optimize derivatives trading 
  • Focus on alpha research for volatility, optimal hedging for option portfolios, listed option algorithmic execution, derivatives market making, volatility analytics
  • Contribute from idea generation to production implementation: perform research, design prototype, implement analytics and strategies, support their daily usage and analyse their performance
  • Leverage on a wide range of advanced techniques such as Optimization, Machine Learning & Reinforcement Learning
Requirements 
  • Masters Degree, but ideally PhD, in Mathematics, Statistics, Econometrics, Financial Engineering, Computer Science, Operational Research, Physics or Chemistry, with excellent Machine Learning experience  
  • 10 + years as an Equity Derivatives Quant in a top Investment Bank or Hedge Fund 
  • Strong software design and development skills using Python, C++ etc. with solid experience in TensorFlow and other standard machine learning packages
  • Experience in Electronic Trading, Portfolio Analytics (Risk Modelling, Portfolio Optimization), Trading Strategies (high to low frequency: Market Making, Statistical Arbitrage, Option Trading etc.), Derivatives Pricing and Risk Management
  • Exceptional analytical, quantitative and problem-solving skills, as well as the ability to communicate complex research in a clear and precise manner 
Xpand your job search in the right direction by applying via the links provided. If you have any difficulties doing so, you may also call Philip on +852 3579 4656 or email to @  #LI-PQ1 #ind-pry