Quantitative Derivatives Strategist - Institutional Equities

Responsibilities
  • Focusing on index, single stock, exotics and corporate derivatives for retail distribution, asset owner, high-velocity trading and corporate clients 
  • Develop quantitative analysis to support the development of systematic strategies/funds and Delta-one baskets, using different programming languages including Python, R and Matlab 
  • Communicate and collaborate effectively with other Institutional Equity teams to provide strategic, custom solutions to Hedge Funds 
  • Provide quantitative analysis and related marketing material for external publications 
Requirements 
  • Minimum 3 years of relevant work experience gained in financial services environment 
  • Excellent academic record in Financial Engineering, Mathematics, Statistics, Finance or other related Quantitative disciplines, Phd. preferred
  • Experience in portfolio construction/optimisation, factor analysis, index rebalance is ideal
  • Highly proficient in programming languages including Python, R, Java and C#
  • Excellent communication skills with internal and external stakeholders (i.e. hedge funds, equities sales....) 
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 philip.quinn@xpand.com.hk  #LI-PQ1 #ind-pry