Quantitative Researcher

  • Competitive
  • Hong Kong Hong Kong Hong Kong HK
  • Permanent, Full time
  • Societe Generale
  • 15 Aug 18 2018-08-15

Quantitative Researcher


Environment

SG CIB is the Corporate and Investment Banking arm of the Societe Generale Group. Present in over 50 countries across Europe, the Americas and Asia.SG CIB provides corporate, financial institutions, investors and public sector clients with value-added integrated financial solutions.

Mission

As a Quantitative Researcher in the Asia QMM team (quantitative market-making), you will be trained by senior quants to research and test systematic trading strategies. You will learn how to apply your mathematical / statistical skills to this growing field of financial markets.

Main Responsibilities

  • Identify, record, clean and validate structured and unstructured datasets as a source of information
  • Research alphas: design, model and test predictive statistical models
  • Work on risk management, risk / reward optimization and risk constraints
  • Develop code of trading models to run backtests on statistical market-making strategies with holding horizons from intraday to weeks


Profile

  • Undergraduate degree from a leading academic institution in a highly quantitative field (Mathematics, Statistics, Computer Science, Physics or similar), with stronger interest if additional graduate / post-graduate degree and/or research experience
  • Advanced knowledge in probability and statistics
  • Prior experience in data-driven quantitative research will be an advantage
  • Fluency in IT: object oriented languages (with a preference for C#), statistical / analytics programming languages (with a preference for R and Python) and databases
  • Open and inquisitive mind, strong interest in research
  • Strong team work and communication skills
  • Able to work under pressure, prioritize different tasks and requirements
  • Fluent English is mandatory