Front Office Quant Trader - Trading / Client Relationship Management Hong Kong Front Office Quant Trader - Trading / Client  …

SOCIETE GENERALE
in Hong Kong, Hong Kong, Hong Kong
Permanent, Full time
Last application, 19 Feb 20
Competitive
SOCIETE GENERALE
in Hong Kong, Hong Kong, Hong Kong
Permanent, Full time
Last application, 19 Feb 20
Competitive
Front Office Quant Trader - Trading / Client Relationship Management Hong Kong


Responsibilities:

Maintain the algorithm suite


Monitor the trading flow during the trading session
Design and maintain static data
- Symbol Universe
- Trading statistics: ADVs, Volatility, block size, volume patterns, etc
- Hours of operation for each market and venue characteristics
Focus on stability and capacity
Diagnose trading issues

Enhance the strategy suite


Design new trading strategies and features stemming from
- Customer requests
- TCA/Performance analysis
- Changes in market structure
Test, certify, and roll out new algo versions
Engage with ITEC to deliver supporting technology (i.e. SOR, new venues, etc)
Survey our competition to maintain product feature parity
Set customizations (from simple rules to detailed specification)
Test FIX connectivity for newly on boarded clients

Communicate and provide advisory to internal and external clients


4 Use TCA to track performance and suggest trading methodology changes
4 Enhance the SG TCA tools and performance measurement techniques
4 Teach clients to use the SG strategy tickets
4 Produce research papers stemming from the product or microstructure changes
4 Present the product internally and externally through teach ins

Profile Required

Skills Required:

  • Minimum of 5+ years experience in a similar role
  • Master level education in a quantitative discipline
  • Good programming skills in C#/Microsoft environments and quant analysis tools (R Libraries/Matlab) is a strong advantage, VBA a minimum
  • Good communication skills to explain the product and understand client requirements
  • Specific detailed knowledge of the Asian microstructure is an advantage and must have a clear enthusiasm to learn
  • preferably registered trader but must be prepared to qualify and practice as a trader behind the algo
  • Independent thinker, self-starter, ability to interact and build relationships at different levels with senior managers, traders, ITs, etc


Business Insight

Societe Generale is one of the leading financial services groups in Europe. Based on a diversified and integrated banking model, the Group combines financial solidity and a strategy of sustainable growth.

We are an equal opportunities employer and we are proud to make diversity a strength for our company. Societe Generale is committed to recognizing and promoting all talents, regardless of their beliefs, age, disability, parental status, ethnic origin, nationality, sexual or gender identity, sexual orientation, membership of a political, religious, trade union or minority organisation, or any other characteristic that could be subject to discrimination.

Job code: 19000WSP

Business unit: SG Securities (HK) Limited

Starting date: Immediate

Date of publication: 04/12/2019

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