Quantitative ETF Trader

About the company
A fast expanding asset management firm seeking a highly analytical and execution-driven Quantitative ETF Trader. This role focuses on the end-to-end execution of ETF products, including creation/redemption, basket trading, and the implementation of quantitative strategies. The ideal candidate will combine a strong academic background with sophisticated programming skills to optimize trading performance and conduct high-level strategy research.

Key Responsibilities

• Lead the execution of daily creation, redemption, and portfolio rebalancing for Hong Kong-listed ETFs, including Equity, Leveraged/Inverse (L&I), and Alternative strategy products.
• Manage trading activities and real-time position monitoring for related derivatives (Futures, Options, and Swaps) to facilitate hedging and tactical exposure management.
• Execute algorithmic trading orders for quantitative investment products and collaborate with the Quant team to select optimal execution models to minimize slippage.
• Conduct rigorous post-trade performance analysis and utilize data-driven insights to refine trading algorithms and improve overall desk execution efficiency.
• Perform daily liquidity research and constituent volatility analysis, specifically assessing the market impact of index rebalancing and corporate actions.
• Develop and backtest ETF creation/redemption arbitrage models.
• Track market-wide arbitrage opportunities and provide actionable recommendations for PCF/iNAV optimizations.
• Design and maintain proprietary Python-based scripts for real-time market monitoring, automated reporting, and data analysis to enhance trading desk productivity.

Requirements

• Master's degree or above in Quantitative Finance, Mathematics, Statistics, Computer Science, or a related field from a top-tier global university.
• At least 3+ years of hands-on experience in the Hong Kong or global markets, specifically within an ETF or quantitative trading environment.
• Profound knowledge of ETF operational mechanics, including PCF construction, iNAV calculations, and the complexities of physical versus cash creation/redemption.
• Proficiency in Python for data analysis and automation.
• Solid experience using Bloomberg (EMSX/TSOX) or similar professional execution platforms.
• Strong foundation in statistical modeling and the ability to interpret complex trading signals and perform deep-dive analysis on high-frequency market data.
• Proven track record of conducting independent research and producing high-quality reports on market liquidity, funding flows, and derivatives strategy performance.
• Fluency in Mandarin and English.
• Must possess high stress tolerance and the ability to collaborate effectively across departments.