Senior Quant Derivatives Arbitrage Strategist

Shanxi Securities International Financial Holdings Limited; Hong Kong; On-site; HKD 335,000 - 502,000; Full time

Job summary

Shanxi Securities International Financial Holdings Limited seeks a senior quantitative trader to lead derivatives arbitrage strategies in Hong Kong. The role covers research, backtesting, live trading and ongoing optimization across cash-futures, inter-market, and volatility arbitrage.

You will monitor real-time market dynamics, manage position risks, and strictly follow risk control disciplines to keep portfolio risk within defined limits.

Qualifications

• Master's degree or above in quantitative fields; 5+ years in derivatives trading or quantitative investment.
• Strong knowledge of derivatives pricing and market microstructure; proficient in Python, C++, or MATLAB.
• Ability to independently develop quantitative strategies and trading systems.
• Professional qualifications such as CFA/FRM preferred; overseas trading experience valued.

Responsibilities

• Research and develop derivatives arbitrage strategies, including cash-futures, inter-temporal, inter-commodity, inter-market, and volatility arbitrage.
• Manage full lifecycle of strategy research, backtesting, live trading, and continuous optimization with real-time risk control.
• Collaborate with research, risk control, and trading teams to productize strategies.
• Write investment analyses and report strategy performance and attribution to management.

Skills

Derivatives trading

Quantitative strategy development

Backtesting

Risk management

Communication

Education

Master's degree or above in quantitative fields

Tools

Python

C++

MATLAB

Job description

Shanxi Securities International Financial Holdings Limited seeks a senior quantitative trader to lead derivatives arbitrage strategies in Hong Kong. The role covers research, backtesting, live trading and ongoing optimization across cash-futures, inter-market, and volatility arbitrage.

You will monitor real-time market dynamics, manage position risks, and strictly follow risk control disciplines to keep portfolio risk within defined limits.