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Quantitative Portfolio Manager

  • Job type: Permanent
  • Location: Hong Kong
  • Salary: Competitive
  • Job reference: Quant - NB
  • Sector: Banking and Finance, Quantitative Finance, Selby Jennings
  • Date posted: 13/03/2018
Looking for exceptional Quantitative Portfolio Manager for a Tier 1 Market Maker in Hong Kong

My client is one of the leader in derivative market making in Europe and in Asia. They have offices all around the world and are looking to expand their Hong Kong team. 

As a Quantitative Portfolio Manager, you will be responsible for the creation of algorithmic trading strategies from idea generation, to research, to implementation. 

Key missions:
  • Analysing historical market data
  • Generating algorithms and statistical models
  • Generating ideas, researching, prototyping, and implementing systematic trading strategies 
  • Deep knowledge of algo trading strategies
  • Ability to produce Quantitative models
  • Knowledge of either Python, C++ or C#
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