Delta One Quant Trader

$150,000 – $250,000 + Market Leading Bonuses/Guarantees

Location: Hong Kong Type: Permanent

Position Overview:

The firm are seeking an experienced Delta One Quant Trader to join their team in Hong Kong. The role involves conducting quantitative research on trading strategies, particularly focused on index arbitrage, and managing a portfolio of risk. As a senior member of the team, you will play a pivotal role in shaping and executing trading strategies in the APAC market space.

Responsibilities:

• Conduct quantitative research to develop and enhance Delta One trading strategies.
• Utilize mid-frequency index arbitrage trading techniques to capitalize on market inefficiencies.
• Manage a portfolio of risk allocated to you, optimizing performance within defined risk parameters.
• Collaborate with team members across global offices to identify trading opportunities and share best practices.
• Monitor market developments and regulatory changes affecting index arbitrage and related markets.
• Provide mentorship and guidance to junior team members.

Requirements:

• Strong working knowledge of the APAC market space, with a focus on products such as ETFs, equity swaps, futures and forwards.
• Proven experience in developing and implementing mid-frequency systematic trading strategies.
• Proficiency in quantitative analysis and programming languages such as Python, R or C++.
• Excellent communication skills and ability to work effectively within a team environment.
• Advanced degree in a quantitative discipline such as Mathematics, Statistics, Physics, Computer Science, or Engineering.

Reference: AMC/RSP/NW/D1