Quantitative Investment Manager – (futures – options – commodities) – Shanghai, Greater China recruitment

This is an excellent opportunity to join a group at Mid-senior level reporting to the head of quantitative investment management and be fully involved in the strategy development, implementation and portfolio management.

In order to apply you should have experience:-

-Working as a Quantitative Analyst/portfolio manager developing and implementing FX and Commodities futures strategies.

-Developing fixed income (futures and options) quantitative investment strategies

-Successfully creating and back-testing various trend-following and mean-reversion systems using excel

-Developing risk factor strategies

-Enhancing and implement the quantitative fund manager selection process.

-Building and updating optimization models.

Within this position you will be working as an Analyst/ Trader and be involved in:-

-Trading of derivatives (FX and Commodities futures strategies)

-Products such as futures, forex, options, equities and commodities

-Taking directional trading positions using quantitative (systematic) trading strategies

-Execution and exploration of arbitrage opportunities

-Index arbitrage/Simple arbitrage e.g. FX and FX futures

-Identification of statistical arbitrage opportunities

-Quantitative trading strategy development

-Creating new strategies (heavy programming involved)

-Develop new proprietary indicators and new tools

-Identification of statistical arbitrage opportunities

Applicants should be familiar with carrying out proprietary research considering predictive regressions, data mining back-test issues, transaction costs etc.

All applicants must be fluent Mandarin speakers.

Applicants who do not indicate on their CV that they are Fluent mandarin speakers will not be considered for the role.

Relocation will be offered for stand out candidates.

Interviews are taking place currently and the hire will be made the instant the ideal candidate is found therefore you should be aiming to express your interest immediately.

Utmost confidentiality assured. Please apply directly to fundsing@selbyjennings.com or visit our Website, www.selbyjennings.com