Associate / VP, Algorithmic Trader
Societe Generale Private Banking
Hong Kong
7天前

Environment

Global Banking & Investor Solutions is the Corporate and Investment Banking arm of the Société Générale Group. Present in over 50 countries across Europe, the Americas and Asia, GBIS provides services in corporate and investment banking, asset management, private banking and securities around the world.

GBIS offers to its clients integrated and tailored solutions to respond to their specific needs.

Working in Global Execution Services part of Societe General’s fastest growing Prime Services business. Working on the Algorithmic Trading Desk focusing on Asia Electronic Trading.

Main Responsibilities

  • Maintain the algorithm suite, monitor the trading flow during the trading session.
  • Design and maintain static data (Symbol Universe, Trading statistics : ADVs, Volatility, block size, volume patterns. Hours of operation for each market and venue characteristics)
  • Focus on stability and capacity, diagnose trading issues, enhance the strategy suite
  • Design new trading strategies and features stemming from
  • Customer requests - TCA / Performance analysis - Changes in market structure
  • Test, certify, and roll out new algo versions, engage with IT to deliver supporting technology (i.e. SOR, new venues, etc), Survey our competition to maintain product feature parity, Set customizations (from simple rules to detailed specification), Test FIX connectivity for newly onboarded clients
  • Use TCA to track performance and suggest trading methodology changes
  • Enhance the SG TCA tools and performance measurement techniques
  • Teach clients to use the SG strategy tickets
  • Produce research papers stemming from the product or microstructure changes
  • Present the product internally and externally through teach ins
  • Profile

    Requirements for the role

  • Minimum of 2+ years experience in a similar role
  • Master level education in a quantitative discipline
  • Good programming skills in C# / Microsoft environments and quant analysis tools (R Libraries / Matlab) is a strong advantage, VBA a minimum
  • Good communication skills to explain the product and understand client requirements
  • Specific detailed knowledge of the Asian microstructure is an advantage and must have a clear enthusiasm to learn
  • Preferably registered trader (?) but must be prepared to qualify and practice as a trader behind the algo
  • Independent thinker, self-starter, ability to interact and build relationships at different levels with senior managers, traders, ITs
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