Senior Quant Strategist - Global Buy-side Firm - Hong Kong

Location: Hong Kong
Job Type: Permanent
Reference: 2911908
Salary: Highly competitive with excellent bonuses
  • The successful candidate will have a background in options volatility and pricing and an understanding of data driven analysis to help drive trading and algorithms.
  • Use your knowledge of pricing, risk, volatility models, and data analysis along with strong programming skills to improve current strategies and models and develop new ones
  • You will be able to use large amounts of internally and externally generated time series data and the full range of mathematical and statistical models to help drive trading and algorithms, equally you will be experienced and skilled in predicting stock and futures short term moves.
  • The successful candidate will understand the and the various data sets used in an options trading business and use this knowledge to help drive our trading and algorithms.
  • Take an idea from inception, through to detailed research, coding, and testing, and ultimately to production release
  • Perform quantitative analysis and modelling on the market to improve current trading strategies and develop new ones
  • Masters or PhD in a quantitative discipline e.g. Statistics, Physics, Mathematics, Signal Processing, Machine Learning, etc
  • 5+ years experience working in derivatives, preferably options market making trading desk, in analysing real world data in a first class research environment.  Exposure to a variety of datasets would be an advantage. Experience in using machine learning to forecast sequence or time series data preferred
  • Strong background in researching and coding volatility, options pricing, and risk models
  • Very strong skills in production software design in an OO programming language (prefer C++), with understanding of software development workflows required
  • Experience in a statistical language (prefer Python)
  • Knowledge in analysing (back-testing) tick data files
  • Experience working with low latency, real time systems preferred
  • Excellent communication skills with fluent spoken and written English
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