Graduate Quantitative Analyst

Itarle; Hong Kong; On-site; HKD 350,000 - 550,000; Full time

Benefits offered by this job

Financial backing for postgraduate edn

Travel opportunities to global offices

Team outings and company lunches

Job summary

The Itarle Group is seeking a Graduate Quantitative Analyst to monitor, support and grow Itarle services in Hong Kong, spanning Equities and Listed Derivatives.

You will apply statistical data analysis, generate Transaction Cost Analysis reports for stakeholders, and help manage and expand the TCA offering while ensuring the integrity of the measurement system.

Qualifications

• Masters level degree in a quantitative field (CS/Math/Engineering).
• Strong understanding of relational data management systems, particularly SQL.
• Proficiency in Java or C++.
• Data manipulation: cleansing, enriching and merging datasets; work autonomously.
• Familiar with time series analysis and robust statistics in low latency environments.

Responsibilities

• Apply statistical data analysis to deliver insights.
• Produce Transaction Cost Analysis reports for internal and external stakeholders.
• Assist in day-to-day management of the existing TCA offering and its expansion; ensure data integrity.
• Investigate and graphically present algorithm performance beyond traditional benchmarks.
• Conduct market microstructure analysis for algo parameters calibration.

Skills

Data analysis

Time series analysis

Low latency environment

Autonomy

Communication

Education

Master's degree in Computer Science, Mathematics, Engineering or other quantitative subjects

Tools

SQL

Java

C++

UNIX/Linux scripting

Job description

The Itarle Group is an industry-leading supplier of best execution algorithmic trading, smart order routing and transaction cost analysis services to clients ranging from Global Investment banks to specialist Brokers. To support its Hong Kong operations across both Equities and Listed Derivatives, and to facilitate the increasing demand for its services, Itarle (HK) Ltd is seeking an exceptional Graduate Quantitative Analyst to monitor, support and grow the Itarle services in Hong Kong and contribute to the expansion of the Itarle brand around the globe.

About the role

• Applying statistical data analysis to deliver
• Transaction Cost Analysis reports for internal and external stakeholders
• Assisting in the day-to-day management of the existing TCA offering, its expansion and ensuring the integrity of internal transaction cost measurement system
• Creatively investigating and graphically presenting algorithm performance beyond traditional benchmarks
• Conducting market microstructure analysis for algo parameters calibration.

What we are looking for

• Masters level university degree in Computer Science, Mathematics, Engineering or other quantitative subjects
• A strong understanding of relational data management systems, particularly SQL
• Proficiency in Java or C++.
• Data manipulation skills: cleansing, enriching and merging datasets Ability to work autonomously and proactively develop research ideas
• Excellent interpersonal skills and the ability to work on your own initiative.
• Talkative and good at communications;
• Self-motivated and take responsibility seriously;
• Familiarity with time series analysis and robust statistics in a low latency environment.
• Intellectual curiosity and demonstrable interest in data analysis and technology.
• UNIX / Linux scripting knowledge.

What We Offer

• Financial backing for postgraduate education and professional qualifications such as CIPD.
• Opportunity to travel and work abroad at global Itarle offices.
• Team nights out and company-paid lunches.