Central Risk Quant Trader

Hong Kong, Hong Kong
Last update 2024-03-05
Expires 2024-04-05
ID #2013070332
Central Risk Quant Trader
Hong Kong, Hong Kong,
Modified February 1, 2024


The successful candidate should have a minimum of 3 years of relevant work experience in proprietary tradinga in a investment bank or hedge fund.

You will join the Central Risk Trading team to work your own mandate to leverage off the fund’s internal flow generating additional revenue.

  Responsibilities: Trading across APAC markets to optimize financing for the fund’s portfolios.

Deliver high quality systematic strategies in production and monitor continuous trading, strategy performance and all relevant risks.

Back testing signals and converting them into strategies, helping the team capitalize on opportunities in the market.

Analyzing strategy and performance, and optimizing the portfolio   Requirements: Experience in implementing and developing strategies for Central Risk Book, quant delta one, statistical or other quant strategies would be preferred.

Advanced degree in a quantitative field such as data science, statistics, mathematics, physics, or engineering.

Capacity to multi-task in a fast-paced environment while keeping strong attention to detail.

Coding skills required in at least one leading programing language (Python, R, Matlab and /or C++, C#).

Job details:

Job type: Full time
Contract type: Permanent
Salary type: Monthly
Occupation: Central risk quant trader

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