Global Banking & Markets, SPG Basis Trading And Portfolio Research Strats, Associate/ Vice President (Fintech)

TL;DR

Quantitative Strategist (Fintech): Building and maintaining index arbitrage and basis trading strategies for the Synthetic trading business with an accent on market microstructure and risk management. Focus on developing alpha signals, portfolio construction, and automating quoting and hedging activities.

Location: Hong Kong (Onsite)

Company

A leading global investment banking, securities and investment management firm founded in 1869.

What you will do

• Build and maintain Index arbitrage/basis trading strategies covering Index futures, single stock futures and stocks.
• Research market microstructure to optimize execution for basis trading.
• Develop tools for breaking down desk exposure to different factors, crowding, and idiosyncratic risk.
• Research quantitative strategies, alpha signals and portfolio construction/optimization.
• Collaborate with traders and salespeople to provide quantitative perspectives on complex financial challenges.

Requirements

• Academic background in a STEM field (Computer Science, Engineering, Physics or Mathematics).
• Strong programming skills in Java, C++, and Python.
• Strong quantitative and technical problem solving skills.
• Ability to deliver accurate results quickly in a dynamic and fast-paced environment.
• Strong interpersonal and communication skills.

Nice to have

• Knowledge and understanding of financial markets and financial modeling.
• Quantitative understanding of probability.

Culture & Benefits

• Commitment to fostering and advancing diversity and inclusion in the workplace.
• Extensive training and development opportunities for professional growth.
• Access to firmwide networks, wellness, and personal finance offerings.
• Mindfulness programs and a supportive team environment.