Quantitative Trader

AAA Global; Hong Kong; On-site; HKD 1,400,000 - 2,000,000; Full time

Job summary

AAA Global in Hong Kong is seeking an experienced Quantitative Trader to join its central financing and liquidity team, focusing on APAC Delta One across equity finance trading.

You will price and trade index and single-name synthetic transactions, build inventory models, monitor liquidity and pricing, and maintain broker relationships across Asia. Collaborate with quants and developers to refine models and tooling.

Qualifications

• Experience in Delta One trading across equities, futures and FX.
• Track record in building inventory models and pricing synthetic transactions.
• Strong analytical skills and programming ability (Python).
• Established broker network across APAC financing and Delta One desks.

Responsibilities

• Price and trade index and single-name synthetic transactions with hedges across APAC markets.
• Build and maintain inventory models in partnership with quants and developers.
• Monitor market trends and pricing to improve financing efficiency.
• Maintain broker relationships to stay updated on financing products in Asia.
• Use data to evaluate trades, measure performance and refine strategies.
• Collaborate with portfolio finance, quants and technology teams to enhance models and tooling.

Skills

Delta One trading

Inventory modeling

Python programming

Analytical thinking

Communication skills

Independence and teamwork

Job description

About the Opportunity

• Our client, a leading global hedge fund, is hiring an experienced Quantitative Trader for its central financing and liquidity team in Hong Kong, covering APAC Delta One.
• The team works across the firm’s platform, sourcing, pricing and optimising financing and liquidity for its investment teams. The seat focuses on equity finance trading across index and single-name products. You’ll work closely with execution traders, quantitative researchers, core developers and other businesses across the firm.

Key Responsibilities

• Price and trade index and single-name synthetic transactions, together with their related hedges, across APAC markets
• Build and maintain inventory models in partnership with quantitative researchers and developers
• Monitor market trends, liquidity and pricing to identify opportunities and improve financing efficiency
• Maintain and develop broker relationships to stay on top of financing products and market developments across Asia
• Use analytical tools and data to evaluate trades, measure performance and refine trading strategies
• Work with portfolio finance, quant and technology teams to enhance models, tooling and processes

Requirements

• Asia Delta One trading experience across equities, futures and FX; experience in China, Taiwan or Korea markets strongly preferred
• Track record of building inventory models and pricing synthetic transactions (swaps, index and single-name)
• Strong analytical skills; programming ability (e.g. Python) strongly preferred
• An established broker network across APAC financing and Delta One desks
• Strong written and verbal communication skills
• A high degree of ownership and accuracy, with the ability to prioritise in a fast-moving environment
• Able to work independently as well as collaboratively across trading, quant and technology teams

Why Apply

• Join a central, platform-wide team at a leading global hedge fund, with visibility across its investment businesses
• Take ownership of APAC Delta One pricing and inventory, with direct impact on the firm’s financing efficiency
• Work alongside execution traders, quants and developers to build and scale models and tooling

All applications will be treated in the strictest confidence.