Equity Derivatives - Quantitative Strategy Researcher

Huatai Financial Holdings (Hong Kong) Limited; Hong Kong; On-site; HKD 600,000 - 900,000; Full time

Job summary

Huatai International Financial Holdings Company Limited seeks an Equity Derivatives - Quantitative Strategy Researcher to help design quantitative investment strategies for the QIS business. The role focuses on multi-factor stock pricing models, multi-asset allocation, and statistical arbitrage, with emphasis on data modeling, backtesting, and database operations.

The candidate should hold a master’s degree or above in relevant fields, and experience in Python/Matlab/R and SQL; knowledge of

Qualifications

• Recent graduates with a master’s degree or above in Mathematics, Computer Science, Financial Engineering or related majors, or candidates with up to three years of buyside/sellside quantitative research experience.
• Solid knowledge in statistics and quantitative modeling, proficient in at least one programming language (Python/Matlab/R) and SQL.
• Experience in machine learning or deep learning is 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.
• Perform data modeling, analyzing, backtesting and database operations.

Skills

Statistics

Quantitative modeling

Python

Matlab

R

SQL

Machine learning

Deep learning

Education

Master’s degree or above in Mathematics/CS/Financial Engineering

Tools

Python

Matlab

R

SQL

Job description

Equity Derivatives - Quantitative Strategy Researcher

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:
a) 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);
b) actively making use of Huatai Securities’ leading position, distribution network and customer base in mainland China;
c) 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 sellsidequantitative 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.