• Permanent, Full time
  • Anson McCade
  • 13 Feb 18
  • London, England, United Kingdom
  • Highly competitive market rate
  • Full time

Investment Bank –Equity Quant Trader

My client is a leading Investment Bank who is looking to expand their systematic trading team globally. They operate mainly within the short to mid frequency space with typical time horizons of minutes to days. My client generates and implements systematic trading strategies that will aim to offer liquidity internally, as well as externally, on a vast range of products in order to hedge their risks. They are looking to hire a Systematic Quant Researcher/Trader within the cash Equities space in HK.

The Role

  • You will be working within the firm’s automated trading framework by researching and implementing various trading strategies
  • You will conduct backtests on these strategies using internal tools and the analytics library
  • You will running simulations on the execution strategies
  • You will conduct research for the various quant models
  • You will build up a strong understanding of the entire product range that they offer to specialise in the area


  • 2+ years of experience within Stat arb strategies (factor trading, alternative data, Index rebalance)
  • Either with a proven track record or working in a team with such a track record
  • Strong Quant background in portfolio optimization, stats and coding
  • A strong academic background with a Masters Degree in Financial Engineering, Mathematics, Physics, Computer Science, Statistics or Operations Research
  • Strong coding in Python and/or Java
  • Some experience in Machine Learning is desirable


If you are interested in this position and would like to know more please send your CV to: jimmy.bedford@ansonmccade.com