Quantitative Strategist will work closely with quantitative developers on various research initiatives including derivative pricing and structuring, risk model and market microstructure, and will be expected to contribute, back-testing and implement various quantitative trading strategies.
Conducted back-testing independently
Thorough understanding on predictive power and appropriate assumption
Build quantitative trading model
Master Degree or PhD in Science, Engineering, Mathematics, or Computer Science related programs
Passionate about Crypto and blockchain asset
Experience and knowledge in a broad range of financial instruments and derivatives across all asset classes. Previous experience with market making and statistical arbitrage on swap, equity and option would be a plus.
Hands-on trading experience and understands key aspects of best execution, impact and market dynamics
Strong attention to detail under pressure in a multi-tasking environment
Strong communication skills and capable of working within a collaborative environment
Familiar with Matlab
Salary range / month : HK$ 40k-60k