Top European Bank
- Drive technology and quantitative support initiatives to upscale Delta One trading activities across all D1 trading strategies within APAC exchanges.
- Collaborate closely with Tech and Quant teams to enhance electronic execution, pricing models, and trading infrastructure.
- Provide product expertise on ETFs, single stock futures, and index futures across APAC markets, with a focus on China, Hong Kong, and Taiwan.
- Support portfolio trading and multi‑factor model development; contribute to trading signal/alpha research as needed.
- Ensure compliance with and understanding of exchange rules and regulations across relevant APAC jurisdictions.
- Act as a key liaison between trading desks, technology developers, and quantitative researchers to ensure seamless integration of quant tools and execution workflows.
- Proficient in Python programming, with quantitative/pricing knowledge over Futures and ETF asset classes (Rank 1 – most important).
- Knowledge of electronic execution; familiarity with market microstructure is a plus.
- Strong communication skills and good interpersonal personality to work effectively with Tech, Quant, and other stakeholders.
- Familiar with exchange rules and regulations of APAC markets, with specific focus on China, Hong Kong, and Taiwan.
- Familiar with product classes including ETFs, single stock futures, and index futures.
- Knowledge of portfolio trading and multi‑factor models; experience with trading signals/alpha is a plus.
- Previous trading experience is a plus, but not required.
- Seniority at VP level expected; immediate availability preferred.