We are seeking a highly skilled Quantitative Analyst to join our team. As a Quantitative Analyst, you will be responsible for analyzing RV (Relative Value) data across multiple markets, including cross-market spreads, basis trades, calendar spreads, volatility spreads, ETF arbitrage, and fundamental-driven RV strategies within the FICC and Equity derivative universe.
Responsibilities:
- Analyze RV data: Utilize your expertise to analyze RV data, focusing on cross-market spreads, basis trades, calendar spreads, volatility spreads, ETF arbitrage, and fundamental-driven RV strategies. This analysis will involve identifying potential opportunities and risks, as well as assessing the profitability and viability of different trading strategies
- Infrastructure setup: Demonstrate strong knowledge and experience in setting up the necessary infrastructure for executing the above-mentioned RV trades. This includes understanding and implementing the required systems, tools, and technologies to support efficient trading operations
- Prop trading experience: Prior experience in onshore proprietary trading is highly desirable. Candidates with a background in China onshore prop trading will be given preference due to their familiarity with the unique challenges and intricacies of this trading environment
Requirements:
- Possess exceptional analytical abilities to interpret and manipulate large sets of RV data, and generate valuable insights for trading strategies
- Display a comprehensive understanding of RV trading concepts and strategies, including cross-market spreads, basis trades, calendar spreads, volatility spreads, ETF arbitrage, and fundamental-driven RV strategies
- Proficient in using relevant analytical tools and software, and possess the ability to develop and implement necessary infrastructure for RV trading
- Previous experience in China onshore proprietary trading is highly preferred, demonstrating a track record of success in executing RV trades
- Strong quantitative background: Hold a degree in a quantitative discipline such as mathematics, statistics, computer science, engineering, or a related field
