TL;DR

Quantitative Volatility Trading Researcher (Fintech): Researching historical market data and conducting statistical analysis of trade data to contribute to algorithm design and improvements for trading and risk management of equity derivatives. Focus on advanced research and modeling related to pricing, risk management, and trading strategies within a quantitative trading and market-making group.

Location: Hong Kong

Company

%hirify_global% is a leading global investment banking, securities and investment management firm.

What you will do

Take a leading role on the Quantitative Trading & Market Making desk, building market-making and trading strategies in equity derivatives.
Analyze large sets of data using advanced statistical techniques.
Develop and deploy models for managing risk in a large portfolio of options, futures, and stocks.
Investigate market microstructure and develop algorithms to maximize trading revenue.
Develop, extend, and maintain complex derivatives pricing models.

Requirements

Strong academic background in a relevant field (e.g., Physics, Mathematics/Statistics, Engineering, or Computer Science).
Strong quantitative, problem-solving, and programming skills.
Strong time management skills with attention to detail, and the ability to multi-task.
Strong written and verbal communication skills and the ability to work in a collaborative environment.
Solid work ethic, team-oriented, high levels of motivation.
Ability to work in fast-paced and time-sensitive situations.

Nice to have

Relevant work experience in options market making.
Experience in high-frequency or algorithmic trading.
Experience in portfolio risk management.

Culture & Benefits

Committed to fostering and advancing diversity and inclusion.
Training and development opportunities and firmwide networks.
Benefits, wellness and personal finance offerings and mindfulness programs.