Treasury Trader

2 days ago


Hong Kong, Hong Kong SAR China Unicorn Advisor (HK) Limited Full time

Job Responsibilities: Execute market making activities and provide continuous liquidity for HKEX government bond futures Develop, enhance, and maintain quantitative models for pricing, statistical arbitrage, and hedging strategies Conduct market data analysis and volatility research to continuously optimize trading algorithms and execution strategies Monitor and manage multi-dimensional portfolio risk exposures Implement automated hedging strategies and oversee daily position management Qualifications: Master's or PhD degree in Finance, Mathematics, Computer Science, Physics, or related quantitative fields Solid understanding of derivatives pricing models and fixed income products with strong mathematical and statistical modeling capabilities Minimum 5 years of hands-on experience in rates trading, market making, or related quantitative trading fields RA1/2/4/5 License Holder is prefered Strong programming skills in one or more of the following: Python, C++, Java, or MATLAB, with experience in data analysis, model calibration, and strategy development Proven track record in backtesting and implementing automated trading strategies Experience in market making for exchange-traded futures, HKEX products or CFFEX government bond futures is preferred. Previous market making or high frequency trading (HFT) experience on established exchanges (e.g. CME/CBOT, ICE, HKEX or China Financial Futures Exchange (CFFEX)) is highly preferred



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