Top Chinese security firm.
Location: Hong Kong
- Execute market making activities and provide continuous liquidity for HKEX government bond futures.
- Develop, enhance, and maintain quantitative models for pricing, statistical arbitrage, and hedging strategies.
- Conduct market data analysis and volatility research to continuously optimize trading algorithms and execution strategies.
- Monitor and manage multi-dimensional portfolio risk exposures.
- Implement automated hedging strategies and oversee daily position management
- Master's or PhD degree in Finance, Mathematics, Computer Science, Physics, or related quantitative fields.
- Solid understanding of derivatives pricing models and fixed income products with strong mathematical and statistical modeling capabilities.
- Minimum 5 years of hands-on experience in rates trading, market making, or related quantitative trading fields.
- RA1/2/4/5 License Holder is prefered
- Strong programming skills in one or more of the following: Python, C++, Java, or MATLAB, with experience in data analysis, model calibration, and strategy development
- Proven track record in backtesting and implementing automated trading strategies
- Experience in market making for exchange-traded futures, HKEX products or CFFEX government bond futures is preferred.
- Previous market making or high frequency trading (HFT) experience on established exchanges (e.g. CME/CBOT, ICE, HKEX or China Financial Futures Exchange (CFFEX)) is highly preferred.
- Experience with automated trading systems and high-frequency trading strategies.
- Knowledge of yield curve modeling and term structure models.
- Familiarity with market microstructure and exchange trading mechanisms.