Equity Derivatives - Quantitative Strategy Researcher

Huatai International Financial Holdings Company Limited; Hong Kong; On-site; HKD 540,000 - 720,000; Full time

Job summary

Huatai International Financial Holdings Company Limited is seeking graduates for quantitative research roles in Hong Kong. You will contribute to the design of quantitative investment strategies supporting the QIS business, including multi-factor stock pricing models, multi-asset allocation, CTA strategies, and statistical arbitrage.

Responsibilities include data modeling, analyzing, backtesting and database operations, with a strong focus on statistics, modeling, and programming in Python,

Qualifications

• Recent graduates with a master’s degree or above in Mathematics, Computer Science, Financial Engineering or related fields.
• Solid knowledge in statistics and quantitative modeling; proficient in Python, Matlab or R; good working knowledge of SQL.
• A strong passion for quantitative research, highly self-motivated, rigorous and detail-oriented, and the ability to thrive in a fast-paced, high-pressure environment.
• Candidates with research experience in machine learning or deep learning are preferred.

Responsibilities

• Contribute to the design of quantitative investment strategies supporting the QIS business, including multi-factor stock pricing models, multi-asset allocation, CTA strategies, and statistical arbitrage, etc.
• Perform data modeling, analyzing, backtesting and database operations.

Skills

Statistics & quantitative modeling

Python

Matlab

R

SQL

Education

Master's degree or higher

Job description

About Us

Huatai International Financial Holdings Company Limited ("Huatai International" or "the Company"), is the only overseas wholly-owned or controlled subsidiary of Huatai Securities. Huatai International is the Huatai Group’s international arm which plays as a crucial role in the group's internationalization strategy by:

• not only providing offshore capital market services (and a global business platform) but also provides onshore clients with valuable cross-border capital market services (aligned with the mainland China government’s policies and commercial intentions);
• actively making use of Huatai Securities’ leading position, distribution network and customer base in mainland China;
• integrating on a global basis across many jurisdictions and regions, a successful and fully integrated international financial platform with innovative financial services solutions.

Huatai International operates as a holding company for consolidating all of the group’s cross-border businesses and companies under one umbrella, offering a truly unified and international business platform. In recognition of such international strength, the renowned international rating agency Standard and Poor’s has assigned Huatai International a “BBB+” rating (for long term) and “A-2” (for short-term).

Job Description

• Contribute to the design of quantitative investment strategies supporting the QIS business, including multi-factor stock pricing models, multi-asset allocation, CTA strategies, and statistical arbitrage, etc.
• Perform data modeling, analyzing, backtesting and database operations.

Qualifications

• Recent graduates with a master’s degree or above in Mathematics, Computer Science, Financial Engineering or other engineeringrelated majors from recognized universities; or candidates with up to three years of buyside or sellside quantitative research experience.
• Solid knowledge in statistics and quantitative modeling; proficient in at least one programming language, such as Python, Matlab or R; and a good working knowledge of SQL.
• A strong passion for quantitative research, highly selfmotivated, rigorous and detailoriented, and the ability to thrive in a fast-paced, high-pressure environment.
• Candidates with research experience in machine learning or deep learning are preferred.