The position holder would partner with Delta One trading desk to develop and combine data-driven solutions into automated trading processes and trading algorithms. This position plays a key role in the development of systematic hedging strategies, trading signals, risk models, portfolio optimization, flow categorization and clustering. The job responsibilities associated with this position may be expected to include but not limited to:
- Construct and develop trading analytics and algorithmic trading strategies in areas of portfolio optimization, index arbitrage, statistical arbitrage, market-making, etc.
- Render high-level vision of Delta One desk’s evolution into an actionable plan such as progressively building and cleaning the data/risk/operational infrastructure
- Identify business opportunities and contribute to the entire lifecycle from idea generation to production including research, prototype design, analytics and strategies implementation, monitoring daily usage and performance analysis
- Support trading activity by investigating model and algorithm behaviour such as scenarios and post trade analysis and historical behaviour
- Solid and comprehensive understanding of algorithmic trading, market-making, index and statistical arbitrage
- Profound knowledge of statistical modeling and optimization, including standard models, linear, convex and conic optimization
Skills and Abilities
- Strong written and verbal communication skills to convey ideas behind a complex research clearly and precisely
- Strong analytical thinking and team player
- Adaptable to changing business requirements
- Fluency in English or Mandarin preferred
- Master degree or above in quantitative discipline from Tier 1 universities
- 3 years or above of relevant systematic quantitative trading experience in Equity or related asset classes
The preceding job description has been designed to indicate the general nature and level of the work performed by employees within this classification. It is not designed to contain or be interpreted as the comprehensive inventory of all duties, responsibilities and qualifications required of employees assigned to this job.