ETD Sales-Trader

Societe Generale; Hong Kong; On-site; HKD 1,600,000 - 3,000,000; Full time

Job summary

Societe Generale in Hong Kong is seeking an Electronic Sales Trader/Algo Trading specialist to lead the ETD execution algorithms for futures and options. You will supervise the algo platform, analyze performance, and partner with sales‑trading, technology, and clients to optimize outcomes.

The role requires deep market microstructure knowledge, strong quantitative skills, and clear communication to both technical and non‑technical stakeholders.

Qualifications

• Strong quantitative background with exposure to market microstructure and execution algorithms.
• Experience with listed derivatives or electronic trading platforms preferred.
• Client-facing trading or advisory experience is a plus.

Responsibilities

• Own the day‑to‑day operation of the listed derivatives agency execution algorithm platform.
• Monitor execution quality and stability during APAC trading hours.
• Collaborate with sales‑trading, technology, and clients to deliver best‑in‑class outcomes.
• Conduct rigorous performance analysis using tick‑level data and TCA.
• Develop and maintain back‑testing and analysis frameworks.

Skills

Python

Large datasets

Quantitative analysis

Time-series analysis

Regression & optimization

Statistical learning / ML

Communication skills

Autonomy

Education

Bachelor’s or Master’s degree in a financial, quantitative or scientific field

Tools

Databases

Production trading systems

Job description

Role Overview

We are seeking an Electronic Sales Trader/Algo Trading specialist to join our Exchange‑Traded Derivatives (ETD) Algo franchise in Hong Kong. This role sits at the intersection of quantitative research, electronic execution, and client engagement, with ownership of agency execution algorithms for listed derivatives across futures and options.

Responsibilities

Role Overview

We are seeking an Electronic Sales Trader/Algo Trading specialist to join our Exchange‑Traded Derivatives (ETD) Algo franchise in Hong Kong. This role sits at the intersection of quantitative research, electronic execution, and client engagement, with ownership of agency execution algorithms for listed derivatives across futures and options.

The successful candidate will be responsible for the day‑to‑day supervision, analysis, and enhancement of ETD execution algorithms, partnering closely with sales‑trading, technology, and clients to deliver best‑in‑class execution outcomes. This is a hands‑on role requiring deep understanding of market microstructure, strong quantitative skillsets, and the ability to communicate insights clearly to both technical and non‑technical stakeholders.

Key Responsibilities

Algorithm Ownership & Execution Excellence

• Own the day‑to‑day operation and supervision of the listed derivatives agency execution algorithm platform.
• Monitor execution quality, stability, and behavior of algorithms during APAC trading hours, ensuring robustness through market events.
• Act as a primary escalation point for algo‑related issues, working closely with trading, technology, and support teams.

Quantitative Analysis & Research

• Conduct rigorous execution performance analysis using tick‑level data, transaction cost analysis (TCA), and market microstructure diagnostics.
• Develop, maintain, and enhance back‑testing, simulation, and analysis frameworks to assess algorithm behavior under varying market conditions.
• Identify execution inefficiencies, market impact drivers, and liquidity patterns to inform algorithm improvements.

Algo Development & Enhancement

• Define functional specifications and contribute to quantitative logic for new features, strategies, and parameters within ETD execution algos.
• Partner with quantitative developers and engineers to test, validate, and productionize enhancements.
• Continuously adapt algorithms to evolving market structure, exchange microstructure changes, and client trading styles.

Client & Internal Stakeholder Engagement

• Provide expert advisory support to sales‑trading teams and clients on algo selection, calibration, and execution strategy.
• Deliver clear, data‑driven execution insights, post‑trade analysis, and recommendations to institutional clients.
• Produce periodic market and client trend publications focused on electronic trading in global futures and options.

Market & Regulatory Awareness

• Maintain strong awareness of regulatory developments, exchange rule changes, and market structure evolution impacting listed derivatives execution.
• Ensure algorithm behavior and controls align with internal risk frameworks and regulatory expectations.

Required

Profile required

Required Skills & Experience

Core Competencies

• Strong analytical mindset with the ability to convert complex quantitative findings into practical execution guidance.
• Excellent communication skills; comfortable engaging with clients, traders, technologists, and quantitative peers.
• Ability to operate with a high degree of autonomy in a fast‑paced trading environment.
• Proven ability to manage multiple priorities under tight deadlines.

Technical & Quantitative Skills

• Demonstrated experience working with large datasets.
• Desired background in quantitative modeling, including:
  • Market impact modeling
  • Regression and optimization techniques
  • Time‑series analysis
  • Statistical learning / machine learning (applied pragmatically)
• Proficiency in Python for data analysis and research.
• Working knowledge of databases.
• Familiarity with production trading systems, logs, and execution workflows.
• Experience designing or supporting execution algorithms for listed derivatives or electronic trading platforms.

Professional Experience

• Meaningful experience in either:
  • Quantitative trading
  • Algorithmic execution
  • TCA / electronic trading strategy
  • Listed derivatives (futures and/or options)
• Direct exposure to agency execution (low‑touch / algo‑driven trading) is required.
• Prior experience in a client‑facing trading, sales‑trading, or execution advisory role is strongly preferred.

Education & Qualifications

• Bachelor’s or Master’s degree in a financial, quantitative or scientific field

Department Description

The Execution Services group within EQD Prime, APAC, is responsible for servicing Societe Generale's client base transacting across APAC and global markets. The business incorporates global exchange traded derivatives coverage, cash equities coverage, synthetic equities coverage, sponsored DMA coverage, and all aspects of execution consultancy across these products. Execution Services includes high‑touch sales‑trading, program‑trading, electronic‑trading, and SDMA. With coverage desks in Hong Kong, Tokyo, Seoul, Taipei, Mumbai, Sydney, and Singapore, the regional APAC execution services team work as a cross‑product, cross‑execution vertical, coverage unit, providing best in class execution servicing to Societe Generale's diverse client base.