Senior Index Arbitrage Trader (Quant)

Trevose Partners; Hong Kong; On-site; HKD 1,200,000 - 2,400,000; Full time

Job summary

Trevose Partners is seeking a senior quantitative trader to lead Delta One trading in Hong Kong. You will develop and refine systematic trading strategies, manage risk, and oversee cross-functional collaboration with prime brokerage teams.

You will leverage Python or C++ to build low-latency models, drive profitability, and establish the business as a leader from its inception, working closely with executives to scale trading activities.

Qualifications

• 8+ years of hands-on trading experience in Delta One or related strategies.
• Proven profitability and risk management in quantitative strategies.
• Strong programming in Python or C++, with familiarity in low-latency infrastructure.
• Strong leadership and cross-functional collaboration.
• Excellent communication and presentation skills.
• Willingness to establish the business as a lead from the start.

Responsibilities

• Trade cash equities, index futures, ETFs, and swaps to capture pricing gaps.
• Control market risk, basis risk (price difference between a futures contract and cash market), and funding costs.
• Create systematic or algorithmic trading models in Python or C++ to spot price errors instantly.
• Profit from predictable market flows during index rebalancing and corporate actions.
• Work with prime brokerage and lending teams to handle stock borrowing and balance sheet limits.

Skills

Python

C++

Low-latency trading

Leadership

Communication

Analytical thinking

Job description

Trevose Partners is seeking a senior quantitative trader to lead Delta One trading in Hong Kong. You will develop and refine systematic trading strategies, manage risk, and oversee cross-functional collaboration with prime brokerage teams.

You will leverage Python or C++ to build low-latency models, drive profitability, and establish the business as a leader from its inception, working closely with executives to scale trading activities.