Top Chinese securities firm
Location: Hong Kong
- Lead the construction and management of trading strategy dedicated to specific asset class in macros i.e. global FX, Asia EM etc.
- Design and implement trading strategy to capture alpha opportunity in specific asset class while to implement hedging strategy to control drawdown and negative impact.
- Build proprietary quantitative model and research to identify mispricing and tail risk of asset class to complement alpha generation strategy.
- Lead due diligence on new investment products and oversee onboarding for executable instruments.
- Master’s degree in Mathematics, Physics, Economics, Finance, or a related quantitative field.
- Above 3 years of hands-on trading experience in relevant asset class, with a proven track record of alpha generation within buy-side/sell-side institutions.
- Deep understanding of sell-side/buy-side infrastructure: funding dynamics, prime brokerage relationships, collateral management, and trading system workflows.
- Working experience covering one major asset or multi-asset class as below.
- FX and precious metal: spot, fwd, swap and option in G7, A3 and gold market.
- Asia EM: macro products in rates and FX in Asia EM market, especially with vision of multi-asset class.
- Practical experience in executable hedging tool and strategy. Familiar with arbitrage and RV strategy in relevant macro markets. Approved good trading and investment tracking record.
- Expertise in quantitative programming (Python/VBA/R/MATLAB) for back testing, pricing, and risk modelling. Experience with API-based trading systems is a plus.