Graduate Quant Trader
You'll join the Equity Delta One desk in Hong Kong, where you will design and execute mid-frequency (minutes to hours) and relative value strategies across exchange-traded equity products in Asia, directly impacting desk P&L. This is a market-facing role with opportunities to expand into cross-asset strategies and collaborate with technology teams on cutting-edge trading infrastructure.
Responsibilities
- Manage the daily operations of a systematic book active across different asset classes
- Develop, deploy, and refine strategies on both high and mid-frequency horizons
- Conduct quantitative research, probability and statistical analysis to identify opportunities
- Perform post-trade analytics to improve models and execution quality
- Optimize execution algorithms and partner with technology teams to further develop the trading and research platform
Requirements
- Bachelor's/Master's in Finance, Mathematics, Engineering, Computer Science, Physics, or related STEM field
- Strong knowledge of probability and statistics
- Ability to translate trading intuition into structured strategy deployment plans
- Strong programming skills in Python or C++ (NumPy, pandas, statistical packages)
- Strong work ethic and ability to perform under pressure
- Analytical, detail-oriented, and comfortable in fast-paced, systematic environments