Quantitative Strategist – Algorithms Trading (work in Beijing) recruitment
Our client is of the 3 largest PRC investment bank in PRC. Their Head office is in
Beijing.
The job:
- Work in Beijing.
- Design integrated desk infrastructure, IT systems and tools, and write specifications for developments by IT developers.
- Oversee the process for alpha generation for portfolio construction
- Participate in the portfolio construction and rebalancing process
- Identify and develop algorithmic trading strategies and methods for the index arbitrage desk.
- Develop technical trading model based on relative countries and sectors indices
- Develop a proprietary style timing model which is based on style investments and macroeconomic signals
- Develop the quantitative equity long/short investment process and investment platform
- Managed equity long/short portfolios based on quantitative approach
- Develop alpha model, risk model and portfolio optimization model to construct model portfolio
- Perform portfolio rebalancing, position management and corporate action monitoring
- Manage junior trader.
The requirements
- Work in Beijing
- Higher degree in mathematics, statistic or financial engineering.
- Holder of a good degree
- 5 years in quantitative algorithms trading in Quants houses or investment bank, with experience in developing algorithms trading
If you are interested, please send cv in word version to the attention of Thomson.ng@globalassociates.Com cc cv@globalassociates.com.