High Frequency Quant Portfolio Manager High Frequency Quant Portfolio Manager …

Selby Jennings
in Beijing, Beijing Shi, China
Permanent, Full time
Be the first to apply
Negotiable
Selby Jennings
in Beijing, Beijing Shi, China
Permanent, Full time
Be the first to apply
Negotiable
A market leading Chinese financial institution with AUM size of over 8 billion RMB in Beijing, is currently looking for a driven, motivated High Frequency Quant Portfolio Manager to support the company's business development in the Chinese onshore market. You will play a key role in the organisation's development during your portfolio management process. Do you find yourself to be motivated and passionate about the high-frequency quant industry? If yes, please reach out to learn more.

We are currently looking to expand our domestic Asset Management business in Beijing.

For high-frequency quant candidates located in Hong Kong or Singapore with rich experience, please contact us, because we are also looking for strong talents that could help the company in developing its overseas businesses.

Responsibilities

- High-frequency trading activities

- Analysis and evaluation of China onshore market, including stocks, futures, securities etc.

- For strong candidates, a quant portfolio will be assigned for management within the 1st year after entering the company

- Ad hoc tasks assigned by the management team.

Requirements

- High-frequency trading experience is highly preferable;

- Rich knowledge of quantitative investment market;

- 3-8 years of experience in quant space;

- Good experience in quant portfolio management;

- Fluency in both English and Chinese (Mandarin);

- Ability to multi-task and work under pressure.

If you are interested in this position, please apply as soon as possible, because it is an urgent mandate.

Close
Loading...