Position Description
The Algo Strategy Team researches, designs and implements trading signals, trading models and analytics systems that are used by our traders and clients around the world. It builds and maintains an extensive research infrastructure. It collaborates with our electronic execution desk to develop content on the product it builds and service our client base.
The Algo Strategy Team also include the Execution Consulting Group. It provides cross-region and cross-channel (Electronic Trading, Portfolio Trading and High Touch) execution consultancy services to equity sales traders and CSIs clients. Execution Consultants produce Transaction Cost Analysis of client trading flow and advise clients on how they can optimise their usage of CSIs trading algorithms. They also generate thought leadership content on market microstructure and regulatory trends, index events and the evolution of our product. Our culture is collaborative and one where everyone is valued and given the opportunity to make an impact.
We strive for innovation and a quantitative, data-driven approach to trading.
Our culture is collaborative and one where everyone is valued and given the opportunity to make an impact.
Key Areas of Responsibilities
- Lead the algo quant research and development efforts in Shenzhen.
- Provide guidance and mentorship to Shenzhen-based algo quants and execution consultants.
- Collaborate closely with algo strategy team based in Hong Kong, London, and New York.
- Develop an in-depth understanding of quantitative algorithmic trading on a global scale.
- Develop and maintain quantitative products and trading tools.
- Align the strategic direction of algorithmic products with business demands and client expectations.
- Set and lead the strategic vision for the algorithmic product and execution platform.
- Foster innovation and ensure growth of the algorithmic trading capabilities within the team.
Requirements
- Post-graduate degree or above in Mathematics, Physics, Computer Science, Engineering or another quantitative subject.
- Minimum 10 years of relevant experience working with trading and quantitative strategies.
- Strong quantitative problem-solving and analytical skills.
- Solid understanding of machine learning techniques and statistics, with Python and programming skills.
- Experience of researching market microstructure and building trading models and strategies, ideally for Equities execution.
- Team player who has effective communication and interpersonal skills.
- Ability to pay attention to detail despite having to work under pressure.
- Excellent command of both spoken and written English and Mandarin, Cantonese will be beneficial