再接再厉:)

1. Experienced EqD Automatic Trading Quant - HK/TKY
This Tier 1 Investment Bank is looking for an experienced Equity Derivative Automatic Trading Quant to work with the trading desks to find opportunities to improve trading efficiency and customizing and building tools
Responsibilities:
- Locating opportunities to improve trading efficiency
- Developing an Automatic Trading platform system for derivatives
- Improving upon existing pricing models and risk management tools
- Develop Trading ideas for trading derivatives
- Analyzing large amounts of historical data to understand trading patterns

Experience Required:
- Strong Computer Science and Mathematical educational/working background
- Excellent ability and to develop computer programs for trading
- Previous experience in a trading environment


2.QUANT TRADER / PORTFOLIO MANAGER

ROLE DESCRIPTION:
The position is for a portfolio manager / trader with a tried and tested quant strategy that is consistent with their trading philosophy see (above) - either:
1) A short term futures strategy with a holding period of less than 3 days. The strategy could also be high frequency as the firm has collocated servers at most futures exchanges.
        or
2) A short term (but not latency dependent) equity / derivatives market neutral strategy. This could be hours/minutes or a few days depending on sharpe and risk levels taken.
The role will involve implementing and trading your existing strategy and conducting research into new strategies. The company will allocate capital, provide infrastructure and if required, hire a researcher or IT person to help with running and implementing the strategy.  
Typical comp for a portfolio manager/trader.
Salary of $150-$200k based on experience + P&L % linked bonus structure based on trading performance and specific mandate.
IDEAL CANDIDATE BACKGROUND:

• Experienced fully systematic trader/portfolio manager with profitable trading strategies – at least $5m or >10% return and SR of 3-5
• Strong technical skills, able to program and implement your strategy without need of a team.
• Experience working on/or researching and developing prop strategies.
• Able to take initiative, self directed, knowledgeable about the market.
• Programming Skills: C++/C#/Java.

3.Front Office Equity Derivatives Quant Analyst
A candidate with experience working with Equity derivatives is wanted at this top-tiered bank, which is looking to expand its front office Equity Exotics team,...
A candidate with experience working with Equity derivatives is wanted at this top-tiered bank, which is looking to expand its front office Equity Exotics team, due to a successful year. The candidate will be working side-by-side with senior traders, overseeing and managing any potential issues, supporting their desk and work with them to develop hedging strategies. This candidate will gain exceptional training and experience, which will propel them to becoming future Directors in no time. Responsibilities of the Front Office Equity Derivatives Quant Analyst role: -Working directly to solve any high frequency/modelling issues. -Working directly with the trading desk, supporting any issues and discussing any models in length, to ensure operations run smoothly. -Benchmarking models and testing and evaluating performance. -Analyze market, sector & economic data performance and provide forward looking forecasts. -Research & co-write weekly, quarterly and ad-hoc strategy reports. -Communicate results of research to clients and achieve production and client contact targets. Requirements of the Front Office Equity Derivatives Quant Analyst role: -PhD in Mathematics or any finance related degree. -Extensive previous experience working with Equity products, in particular Equity Indices. -Strong programming skills e.g. C++, SQL, VBA. -Experience working with SAB models and other Equity models. -Experience working with high frequency trading options. -Excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis.



4. Mid-Level Exotic Equity Quantitative Research Analyst
One of the biggest players in the Asian region is looking to hire an exceptional mid-level Equity Quant in Hong Kong. This will be to work on long term modelling projects and to provide daily support to the Equity trading team.
My client is looking to hire an exceptional Exotic Equity Quantitative Analyst to work as part of a growing Quantitative Research team. There will be significant long term modelling projects to build up the platform's Exotic Equity pricing capabilities and the team also provides daily risk and PnL support to the traders.
The firm in question has a business model and core client base that promises to allow them to continue to build on what has already been a record year, regardless of the current economic crisis.
They are looking to speak to candidates with approximately 4-6 years solid experience as a hands on modelling quant, with a top tier firm within Equity Derivatives.
Experience should be more aligned to research and development of models rather than on the coding and implementation side. C++ programming skills are important however the team is supported by an exceptional group of IT developers and so coding will not be one of the core responsibilities of the role.
Candidates should have achieved a PhD or equivalent from a top tier university, in Mathematics, Physics or a similarly quantitative study area.

5. Equity Quantitative Strategist (VP/ED)
Responsibilities:
-Advise both internal teams and external clients on delta-one strategy
-Strategy development and testing
-Quantitative modeling, portfolio construction and asset allocation
-Create alpha generating strategies for internal and external clients
-Monitoring the quality of underlying quantitative equity index data
Qualification:
-At least 3 years in performing quantitative research on Asian equity markets
-Knowledgeable in various types of equity products
-Hands on programming skills in C++, Matlab, SQL, VBA, etc
-Excellent communicator – fluent in written and spoken English
-Advanced quantitative degree from top school

6. Senior Quant Equities – Hong Kong

We are seeking a senior quant with excellent communications skills and familiarity with cutting edge investment research.
Reporting directly to the Head of Quant Research, this role will work in collaborative partnership with the portfolio management team to enhance the portfolio construction process and drive results.  Responsibilities will encompass portfolio construction, optimization, risk modeling, simulations and related research and analytics.
Our client is among the largest and most prestigious global leaders in asset management.   Applicants must have an advanced degree (MS or PhD) from a top university, with a strong statistical and/or econometrics background.   Requires 5+ years in a quantitative research or portfolio management environment.