Quantitative Research for Equity eTrading – Associate/Vice President
JPMorgan Chase
- Hong Kong Island, Hong Kong
- Permanent
- Full-time
- Work closely with Electronic Client Service desk to design algorithmic strategies.
- Build analytics and data-driven processes that automate and optimize model calibrations, including intraday volume, spread, and volatility predictions.
- Evaluate and document quantitative methodologies, back-testing and simulating quantitative models.
- Supporting trading activities by explaining model and algorithm behavior, carrying out scenario analyses, developing and delivering quantitative tools, and supporting data analytics.
- Engaging in direct client interaction to promote and market our algorithms.
- PhD or Master's Degree in a quantitative discipline from a top-tier institution, including but not limited to computer science, machine learning, math, statistics, operations research.
- Minimum three years of relevant experience
- Strong software design and development skills using Python and Java (or C++).
- Exceptional analytical, quantitative, and problem-solving skills.
- Mastered advanced mathematics and statistics (i.e., probability theory, time series, econometrics).
- Experience of time-series data handling.
- Strong written and verbal communication skills, ability to convey the ideas behind complex research in a clear and precise manner.
- Experience of algorithmic executions is a plus.
- Knowledge of market microstructure is a plus.
- Knowledge of machine learning/deep neural networks is a plus.
- Knowledge of KDB is a plus.