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Quantitative Strategist - Tier 1 Investment Bank

  • Job type: Permanent
  • Location: Hong Kong
  • Salary: Competitive
  • Job reference: SJ - 1602 - JECY
  • Sector: Banking and Finance, Selby Jennings, Quantitative Finance
  • Date posted: 16/02/2018


Selby Jennings has recently partnered with a tier 1 investment bank who are looking to add a senior quantitative strategist to their front office team in Hong Kong. This role will be the ideal fit for someone with a keen interest in applying mathematical expertise and knowledge of computer programming language to making an impact on a front office trading desk.

To apply for this position you will have a professional background in quantitative finance and a solid knowledge of developing and implementing quantitative strategies on a trading desk. 

Responsibilities will include:
- Working closely with the Delta1 trading team to build strategies for inventory management
- Backtest quantitative strategies across multiple markets
- Enhance quantitative library using Java

To be considered for this opportunity you will need to demonstrate:

- Experience in designing and implementing quantitative strategies in any market/asset class
- An advanced academic qualification in a quantitative discipline (MSc or PhD preferred)
- A strong working knowledge of Java and C++
- Experience in a derivative market will be of benefit 

 Applicants are invited to register their interest by applying directly to quantsemea(AT)selbyjennings(DOT)com 

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