- Highly competitive market rate
- Hong Kong
- CDI, Plein-temps
- Anson McCade
- 05 déc. 17 2017-12-05
My client is a top Asian hedge fund, specialising in systematic trading across asset various asset classes. They use their proprietary data and research to drive their trading. Using various quantitative approaches, my client has exposure to over 90 different financial markets, and trades a variety of assets including fixed income, equities, commodities and fx.
Successful candidates will work under the supervision of portfolio managers. In this capacity candidates will be responsible for the full life cycle of trading strategies. Candidates are expected to contribute new strategies, help develop and optimise the performance of existing strategies.
- Experience with trading algorithms
- Experience producing high frequency time series models
- Impeccable academic career, minimum of a masters (PhD is desired) within a highly quantitative subject, such as physic, engineering, mathematics or statistics
- Strong coding in C# and/or C++
- Experience working with large databases
- Time series modelling
- Experience in producing quantitative trading strategies