CAIA's Career Center is an easy-to-use, comprehensive resource connecting job seekers with employers in the growing AI field. Use your knowledge and credibility to advance your career or build a talented team for your organization. Opportunities targeted to CAIA Charterholders are prioritized.
In order to search for jobs specifically for CAIA Charterholders or those pursuing the CAIA Charter please enter “CAIA” in the search panel.
This will enable you to search for CAIA specific roles globally.
Senior Quantitative Strategist - Derivatives Trading - Top Tier Bank
September 15, 2018
Work closely with EQD trading desks to build analytics and data-driven processes to quantitatively automate and optimize derivatives trading
Focus on alpha research for volatility, optimal hedging for option portfolios, listed option algorithmic execution, derivatives market making, volatility analytics
Contribute from idea generation to production implementation: perform research, design prototype, implement analytics and strategies, support their daily usage and analyse their performance
Leverage on a wide range of advanced techniques such as Optimization, Machine Learning & Reinforcement Learning
Masters Degree, but ideally PhD, in Mathematics, Statistics, Econometrics, Financial Engineering, Computer Science, Operational Research, Physics or Chemistry, with excellent Machine Learning experience
10 + years as an Equity Derivatives Quant in a top Investment Bank or Hedge Fund
Strong software design and development skills using Python, C++ etc. with solid experience in TensorFlow and other standard machine learning packages
Experience in Electronic Trading, Portfolio Analytics (Risk Modelling, Portfolio Optimization), Trading Strategies (high to low frequency: Market Making, Statistical Arbitrage, Option Trading etc.), Derivatives Pricing and Risk Management
Exceptional analytical, quantitative and problem-solving skills, as well as the ability to communicate complex research in a clear and precise manner
Xpand your job search in the right direction by applying via the links provided. If you have any difficulties doing so, you may also call Philip on +852 3579 4656 or email to firstname.lastname@example.org #LI-PQ1 #ind-pry