Job Summary
We are looking for a highly skilled Quantitative Trader / Portfolio Analyst with strong expertise in algorithmic trading, options strategies, and portfolio construction. The role requires a balance of technical programming ability and financial market knowledge, focusing on both high-speed execution and strategic investment decisions.1.
1. Quantitative Strategy Development
- Design and implement high-frequency and algorithmic trading strategies
- Perform backtesting using historical and tick-level data
- Analyze market microstructure and limit order books
- Develop statistical arbitrage and signal-based models
2. Derivatives & Options Trading
- Execute and manage options trading strategies
- Actively monitor and manage Greeks (Delta, Gamma, Vega)
- Apply volatility trading and pricing models (Black-Scholes)
- Implement delta-neutral and hedging strategies
3. Portfolio Construction & Management
- Build portfolios focused on risk-adjusted returns (Sharpe/Sortino ratios)
- Manage long-short and market-neutral strategies
- Perform tactical asset allocation and diversification
- Continuously optimise portfolio performance
4. Technology & Execution
- Develop and optimise systems for low-latency trading (C++ preferred)
- Work in Linux/Unix environments with a strong system-level understanding
- Integrate trading systems with exchange protocols (FIX/OUCH/ITCH)
- Handle order management systems (OMS) and execution engines
5. Data Science & Research
- Use Python (Pandas, NumPy, SciPy) for data analysis and modelling
- Apply probability, statistics, and stochastic processes
- Conduct research on market trends, volatility, and arbitrage opportunities
Required Skills: Technical Skills
- Strong programming in Python and/or C++
- Knowledge of data structures, algorithms, and system design
- Experience with backtesting frameworks and financial data analysis
- Proficiency in Linux/Unix systems
Financial Skills
- Deep understanding of derivatives and options markets
- Expertise in portfolio construction and hedging strategies
- Knowledge of technical analysis and quantitative models
- Familiarity with market microstructure
Qualifications
- Degree in Mathematics, Statistics, Computer Science, Finance, or Engineering
- Preferred certifications (for portfolio/derivatives focus):
- NISM (Equity Derivatives)
- CFA (optional but valued)
Experience
- 13 years in quant trading, derivatives trading, or portfolio management
- Strong academic or project background in quantitative finance or coding
