Quantitative Trader/Portfolio Manager – Top-tier Investment Bank recruitment
Responsibilities Requirements:
• Design and implement quant strategies
• Analyze, generate and build investment ideas
• Develop strategies and explain potential hedging opportunities to clients, sales traders
• Work closely with Portfolio Trading, Delta One, Marketing Making, Sales and Trading and Future Flows
• Client facing marketing of risk products and investment strategies to the Banks key external clients
• Masters degree from a top academic institution is required, PhD preferred
• At least 3 years in a similar quant trading function within stock alpha trading (low and mid frequency), portfolio/risk analytics, delta one strategy, statistic arbitrage trading, equity fundamental discretionary research
• Real-life trading experience with own quant driven strategies is a MUST
• Must have Asia trading experience, especially Hong Kong
• Familiar with at least one of the common programming languages
• Excellent mathematical background and experience with handling large data sets
To apply, please send your CV to kerry@aptitudeasia.com and anson@aptitudeasia.com