Quantitative Analyst - Market Making

Posted 21 April 2023
Salary HKD1200000 - HKD2000000 per annum
LocationHong Kong
Job type Permanent
Discipline Technology
ContactKevin Ng

Job description

Job Description
  • Working alongside the Senior Portfolio Manager on developing systematic trading strategies, with a primary focus on: idea generation, data gathering and research/analysis, model implementation and back testing for systematic global equities strategies with a focus on Asian market statistical arbitrage / systematic strategies
  • Independently conduct quantitative finance research with a focus on statistical and predictive models
  • Manage all aspects of the analyst process, including methodology selection, data collection and analysis, prototyping, backtesting, and performance monitoring
  • Design, backtest, and implement algorithms for optimal portfolio construction Risk modeling
  • Liquidity and transaction cost modeling
  • Evaluate new datasets for alpha potential
  • Contribute to the continuous improvement of the investment process and the team’s research and trading infrastructure
  • Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to build strong predictive models which will be deployed to the investment process
  • Collaborate with the Senior Portfolio Manager and other team members in a transparent environment, specifically collaborating across books and engaging with the whole investment process
Preferred Technical Skillset
  • Strong research and programming skills - in Python, VBA, C++, R golang.
  • Bachelor or Master degree in a quantitative subject such as Applied Mathematics, Computer Science, Statistics, or related field from a top-ranked university
  • Demonstrate strong abstract reasoning and independent problem-solving skills
  • Good communication skills
Preferred Experience
  • Four or more years of experience in algorithmic trading, high-frequency trading or short-term statistical arbitrage
  • Demonstrated ability to conduct independent research
  • Innovation in signal research and development
Highly Valued Relevant Experience
  • Experience exploring, researching, and deploying trading signals from various sources of data
  • Prior experience developing, researching or implementing quantitative models for futures and FX at a financial services firm.
  • Experience in quantitative finance, econometrics, and asset pricing
  • Curious, ambitious, self-starter mindset

If you believe you have the right skills, attitude and experience please click 'apply now' below and upload your resume. Alternatively, for a confidential chat, please contact Kevin Ng by applying directly to email kng@captarpartners.com or reach out at +852 3653 5244.