Delta 1 Quant Trader
Selby Jennings
Hong Kong, Hong Kong

Responsibilities will include :

  • Systematic and quantitative research and development of medium frequency trading strategies across global delta one / futures markets
  • Research and implementation of new data sets into developmental strategies
  • Back testing and understanding of strategies including abstractions and requirements
  • Market microstructure research and alpha signal research across futures
  • Collaboration between team members in order to drive productivity and facilitate innovative ideas
  • Ideal candidates should possess :

  • 5+ years of experience in a related field
  • Exceptional programming and quantitative skills
  • Strong programming skills in various languages
  • Masters degree in a computational field
  • Drive to succeed and see results
  • Compensation is very competitive, with a base + bonus structure


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