Senior Quantitative Strategist - Derivatives Trading - Top Tier Bank

Location: Asia
Job Type: Permanent
Reference: 2805272
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 philip.quinn@xpand.com.hk  #LI-PQ1 #ind-pry