Central Risk Quant Trader

The successful candidate should have a minimum of 3 years of relevant work experience in proprietary trading in an investment bank or hedge fund. You will join the Central Risk Trading team to work your own mandate to leverage off the fund’s internal flow generating additional revenue.

Responsibilities:

1. Trading across APAC markets to optimize financing for the fund’s portfolios.
2. Deliver high quality systematic strategies in production and monitor continuous trading, strategy performance and all relevant risks.
3. Back testing signals and converting them into strategies, helping the team capitalize on opportunities in the market.
4. Analyzing strategy and performance, and optimizing the portfolio

Requirements:

1. Experience in implementing and developing strategies for Central Risk Book, quant delta one, statistical or other quant strategies would be preferred.
2. Advanced degree in a quantitative field such as data science, statistics, mathematics, physics, or engineering.
3. Capacity to multi-task in a fast-paced environment while keeping strong attention to detail.
4. Coding skills required in at least one leading programing language (Python, R, Matlab and /or C++, C#).