Ficc - Quantitative Trader, Hkex Government Bond Futures Market Making

Huatai Securities (HK)

Hong Kong, Hong Kong
Master's or phd in quantitative fields
5+ years rates trading experience
Derivatives pricing model expertise
The role involves executing market making activities to provide continuous liquidity for HKEX government bond futures

Job Summary

  • The role involves executing market making activities to provide continuous liquidity for HKEX government bond futures.
  • Candidates must develop and maintain quantitative models for pricing, statistical arbitrage, and hedging strategies.
  • The position requires monitoring multi-dimensional portfolio risk exposures and implementing automated trading systems.

Matching Summary

The role involves executing market making activities to provide continuous liquidity for HKEX government bond futures.

Skills & Requirements

Must-have

  • Master's or PhD in quantitative fields
  • 5+ years rates trading experience
  • Derivatives pricing model expertise
  • Python C++ Java MATLAB programming
  • Automated hedging strategy implementation

Nice-to-have

  • RA1/2/4/5 License Holder preferred
  • HKEX or CFFEX futures experience
  • High frequency trading background
  • Yield curve modeling knowledge
  • Market microstructure familiarity

Key Requirements

  • Minimum 5 years hands-on experience
  • RA1/2/4/5 License Holder preferred
  • Strong mathematical modeling capabilities
  • Experience with exchange-traded futures

Work Rights

Not specified

Tailored Resume

Cover Letter