Quantitative Researcher for Systematic Volatility Trading – Associate
4 days ago
Are you passionate about derivatives trading, data statistical modelling and algorithms? Join our Systematic Trading Quantitative Research APAC team and lead the trading transformation through modern data-driven techniques and automated decision processes. This is an exciting opportunity to design innovative trading strategies and make your mark in the volatility trading space. As an Associate / Vice President in the QR Systematic Trading APAC group, you will partner with equity derivatives flow traders and market makers to develop data-driven trading signals, combine those alphas with cost and risk models into systematic strategies (mostly mid frequency), optimize portfolio allocation across multiple strategies, and integrate those trading strategies into automated trading processes or trading algorithms. Communication skills and drive are critical for this role as we expect the candidate to actively engage with the business and be a culture carrier to promote automated trading in the equity derivatives space. Job Responsibilities Work closely with our equity volatility flow and market making desks to identify new business opportunities and approach those with an industrial and systematic mindset Contribute to the entire lifecycle from idea generation to live trading: conceptualisation and formalisation, alpha / strategy research, implementation, daily monitoring and ongoing performance analysis Automate and optimize derivatives trading quantitatively. This includes: industrial alpha research for volatility, optimal strategy allocation across option portfolios, listed option algorithmic execution, derivatives market making, volatility analytics Partner with other businesses such as Cash and Prime Finance to develop synergies in the quantitative trading space (research platform, mandates, data) Required Qualifications, Capabilities, and Skills PhD or Master’s Degree in a quantitative discipline from a top-tier institution Experience in systematic quantitative trading in Equity or related asset classes Strong written and verbal communication skills, ability to convey the ideas behind complex research in a clear and precise manner A thorough understanding of algorithmic trading, market making and statistical arbitrage Good expertise in statistical modelling & optimization, including standard models, linear, convex & conic optimization A strong coding background with proficiency in Python and relevant quantitative packages (numpy, pandas, …) Ability to manipulate and analyse complex, large scale, high-dimensionality data from multiple sources Preferred Qualifications, Capabilities, and Skills Knowledge of KDB/Q and prior experience with KDB ecosystem strongly favoured Solid understanding of derivatives pricing, risk management theory (vanilla options and volatility products) and risk metrics (e.g. VaR, CVaR, …) Proficiency in numerical computing such as JAX for high-performance array operations and automatic differentiation in ML models, or Tensorflow / PyTorch for building and trading deep learning networks Exposure to GPU-accelerated computing Experience with additional programming languages such as C++ #J-18808-Ljbffr
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Hong Kong Island, Hong Kong SAR China JPMorganChase Full timeQuantitative Researcher for Systematic Volatility Trading – Associate / Vice President Are you passionate about derivatives trading, data statistical modelling and algorithms? Join our Systematic Trading Quantitative Research APAC team and lead the trading transformation through modern data‑driven techniques and automated decision processes. This is an...
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Hong Kong Island, Hong Kong SAR China JPMorganChase Full timeA global financial services firm in Hong Kong is seeking a Quantitative Researcher for Systematic Volatility Trading at the Associate/Vice President level. The role involves developing data-driven trading signals and optimizing portfolio allocation in a dynamic trading environment. Candidates should possess a PhD or Master's in a quantitative discipline,...
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Hong Kong Island, Hong Kong SAR China JPMorgan Chase & Co. Full timeA global financial services firm is seeking an Associate / Vice President to join their Systematic Trading Quantitative Research team in Hong Kong. The role involves collaborating with traders to develop data-driven trading signals and integrating these strategies into automated processes. The ideal candidate has a quantitative degree, experience in...
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hong kong, Hong Kong SAR China JPMorgan Chase & Co. Full timeA leading global financial services firm is looking for an Associate/Vice President in their Systematic Trading Quantitative Research APAC team in Hong Kong. This role involves designing innovative trading strategies, collaborating with equity derivatives traders, and optimizing trading signals through automated decision processes. A strong background in...
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Hong Kong Island, Hong Kong SAR China JPMorganChase Full timeSystematic Quantitative Researcher, - Associate/Vice President Join to apply for the Systematic Quantitative Researcher, - Associate/Vice President role at JPMorganChase. Are you passionate about quantitative research and data-driven trading? Join our APAC Central Risk Book team and help transform trading processes through advanced analytics and automation....
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