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ICG Markets - D1 Quant - Hong Kong

Full-time

Posted 

Technical Skills

  • Application Development
  • C#
  • C++
  • Equities
  • Inventory Management
  • Linux
  • MySQL
  • Python
  • Statistics
  • Trading Systems
  • UNIX

Job Description

ICG Markets - D1 Quant - Hong Kong

Location: APAC-HKG-Hong Kong-Hong Kong

Brief Description of the Organization:

Citi, the leading global financial services company, has some 200 million customer accounts and does business in more than 100 countries, providing consumers, corporations, governments and institutions with a broad range of financial products and services, including consumer banking and credit, corporate and investment banking, securities brokerage, and wealth management. Additional information may be found at www.citigroup.com or www.citi.com.

Job Description:

Alpha Generation:

  • Strong understanding of alpha strategies for inventory management and other automated trading systems and ability to deploy these strategies successfully
  • Proven track record coming up with new alpha generation ideas for inventory management trading strategies to capture revenues as market opportunities change

Application Development:

  • Strong coder with proven track record working on automated inventory management strategies
  • Strong knowledge of Delta 1 products, Asia Pacific market microstructure, and ability to apply this knowledge to automated trading strategies for alpha generation

Risk Management Analysis:

  • Analyze risk on books and help to optimize (reduce risk while retaining profitability)

Qualifications

Qualifications:

  • Strong data management skills and strong statistics background, and overall strong quantitative background
  • Strong in programming (C++/C#, R, Mysql, Unix, Linux, Python, other relevant languages)
  • Strong knowledge of financial markets and products (this is necessary for idea generation, alpha generation, etc.)
  • Knowledge of equity market microstructure

Creativity and Excellence in Problem-Solving:

 

We will be constantly looking for profitable new opportunities and we want someone who can help come up with ideas as well as help to vet others’ ideas.

Employment TypeFull-time
Education LevelNon-specified
QualificationDELTA
LanguageEnglish
CitibankFinancial Services, Retail and Commercial Banking

50/F, Champion Tower 3 Garden Road Central, Hong Kong

directions_walk12 mins walk from Admiralty Station