Derivatives Arbitrage Strategy Investment Manager

Shanxi Securities International Financial Holdings Limited; Hong Kong; On-site; HKD 335,000 - 502,000; Full time

Job summary

Shanxi Securities International Financial Holdings Limited seeks a senior quantitative trader to lead derivatives arbitrage strategies in Hong Kong. The role covers research, backtesting, live trading and ongoing optimization across cash-futures, inter-market, and volatility arbitrage.

You will monitor real-time market dynamics, manage position risks, and strictly follow risk control disciplines to keep portfolio risk within defined limits.

Qualifications

• Master's degree or above in quantitative fields; 5+ years in derivatives trading or quantitative investment.
• Strong knowledge of derivatives pricing and market microstructure; proficient in Python, C++, or MATLAB.
• Ability to independently develop quantitative strategies and trading systems.
• Professional qualifications such as CFA/FRM preferred; overseas trading experience valued.

Responsibilities

• Research and develop derivatives arbitrage strategies, including cash-futures, inter-temporal, inter-commodity, inter-market, and volatility arbitrage.
• Manage full lifecycle of strategy research, backtesting, live trading, and continuous optimization with real-time risk control.
• Collaborate with research, risk control, and trading teams to productize strategies.
• Write investment analyses and report strategy performance and attribution to management.

Skills

Derivatives trading

Quantitative strategy development

Backtesting

Risk management

Communication

Education

Master's degree or above in quantitative fields

Tools

Python

C++

MATLAB

Job description

Key Responsibilities

1. Research and develop derivatives arbitrage strategies, including but not limited to cash-futures arbitrage, inter-temporal arbitrage, inter-commodity arbitrage, inter-market arbitrage and volatility arbitrage;
2. Independently complete the whole process management of strategy research, backtesting, live trading and continuous optimization; monitor market dynamics and position risks in real time, strictly implement risk control disciplines to ensure that portfolio risks are controllable;
3. Collaborate closely with the research team, risk control team and trading team to promote the implementation and productization of strategies;
4. Regularly write investment analysis reports and report strategy operation status and performance attribution to the management; track the development of global derivatives markets and explore new arbitrage opportunities and strategy directions.

Requirements

1. Master's degree or above, with priority given to quantitative-related majors such as financial engineering, mathematics, statistics, physics, and computer science. Work experience: At least 5 years of experience in derivatives trading or quantitative investment, with priority given to those with proven live trading performance of mature arbitrage strategies.
2. In-depth understanding of pricing theories and trading mechanisms of derivatives such as options and futures, and familiarity with trading rules and market microstructures of major domestic and foreign exchanges; proficient in at least one programming language such as Python, C++, MATLAB, with the ability to independently develop quantitative strategies and trading systems; solid mathematical foundation and data analysis ability, and proficiency in using statistical methods for strategy research and risk assessment.
3. Good risk awareness and discipline, able to make calm decisions under high pressure; excellent communication skills and team spirit; high sensitivity to the market, with a strong willingness to learn and self-motivation.
4. Priority will be given to those holding relevant professional qualifications such as CFA and FRM; those with experience in derivatives trading in overseas markets; those with experience in managing arbitrage strategy products or portfolios.

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More Job Information

• 30000 - 45000 / MONTH

Job Function

• 銀行 · 金融服務 - 金融科技

Employment Term

• 全職

Education

• 碩士