Index Trading, Quantitative Strategist, U.S. Bank in Hong Kong Index Trading, Quantitative Strategist, U.S. Bank  …

Front office quant opportunity trading index swaps & delta one

I’m currently working with one of the U.S. iBanks who are looking to expand their Index Swaps and Delta 1 Trading business in Asia. They're considered as one of the top Quant Equity businesses globally, and consistently rank as the best EQ Electronic trading business in Asia & America. The philosophy of this desk is to find systematic ways of trading and adopting a rigorous approach to trading and implementation.

 

The ideal candidate will be a good team player who is willing to work hard and learn new things. Additional highly sought after skills include:

• Front office quant research experience in factor modelling, developing and backtesting hedging strategies, portfolio optimisation, index trading etc.
• Solid programming ability in Python & R
• Knowledge of databases – SQL (essential), KDB (nice to have)
• Experience using Axioma/Barra factor models for portfolio and factor hedging analysis
• Good communication

 

Should you have the right background and interested to apply, please click on the link to upload your CV and we will be in touch. Thank you.