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Systematic Trading – Vice President

Hong Kong, Hong Kong | J.P. Morgan

  • Industry:
    Financial Services
  • Position Type:
  • Functions:
    Financial Services Professional
  • Experience:
Job Description:
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Work closely with Exotics & Flow equity derivatives trading desks to build analytics and data-driven processes that automate and optimize derivatives trading quantitatively. This includes: alpha research for volatility, optimal hedging for option portfolios, listed option algorithmic execution, derivatives market making, volatility analytics

Contribute from idea generation to production implementation: perform research, design prototype, implement analytics and strategies, support their daily usage and analyse their performance

Leverage on a wide range of advanced techniques such as optimization, machine learning & reinforcement learning

Qualifications

Extensive experience as an Equity Derivatives quant in a top Investment Bank or Hedge Fund (VP level)

Earned a MS, PhD or equivalent degree program in machine learning, mathematics, statistics, econometrics, financial engineering, computer science, operational research, physics or chemistry

Strong software design and development skills using Python, C++, KDB. Ability to manipulate and analyze complex, large scale, high-dimensionality data from varying sources (use of TensorFlow and other standard machine learning packages)

Experience in electronic trading, portfolio analytics (risk modelling, portfolio optimization), trading strategies (high to low frequency: market making, statistical arbitrage, option trading…), derivatives pricing and risk management

Exceptional analytical, quantitative and problem-solving skills, as well as the ability to communicate complex research in a clear and precise manner

Autonomy, excellent communication, strong motivation and interest in electronic trading and equity markets. Entrepreneurial spirit and passion for spreading a culture of change towards data-driven decision making


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