Produce actionable trade ideas exploiting statistically-based predictive signals and market inefficiencies
Provide regular volatility updates and screens
Build and run strategy backtests for systematic equity strategies
Produce flow commentary and relative-value analysis
Conduct volatility futures and options research
Develop pricing, hedging and automation models for equity derivatives desks
Analyze and harness diverse datasets using financial insights and statistical learning techniques
Articulate and defend trading ideas in written reports and verbal presentations to institutional clients
Requirements
Former/current systematic traders with expertise in Asian equity derivatives market-related strategies (index & single name listed/OTC options, futures, vol/var swaps & other exotics)
Particular priority given to options traders (statistical arbitrage strategies)
Proven experience in developing pricing, hedging and automation models for Equity Derivatives desks
Combining sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets
Able to articulate and defend trading ideas through both written and verbal communications
Extensive research or investment experience for institutional clients (8 yrs+)
Demonstrated trading experience in Asian Equity Derivatives