The position will offer exposure to develop strategies for high frequency real-time algorithmic trading. As our Quantitative Researcher, you will be responsible for conducting quantitative research on the microstructure of markets, statistical methodologies for back-testing and developing automatic pricing and trading capabilities. Your duties will also involve in mining intraday data on prices, volatility and liquidity to stochastic model building and predict short-term market behavior/opportunities, as well, implementation and maintenance of trading algorithms.
To qualify for the post, you are :
We offer an attractive package commensurate with your qualifications and experience.
Please apply in confidence with full resume, current and expected salary, quoting reference no. CAFG/QFL/004 in the subject line to the Human Resources Department, CASH Algo Finance Group Limited, 28/F, Manhattan Place, 23 Wang Tai Road, Kowloon Bay, Hong Kong or email to email@example.com.
The information provided will be used for selection purpose only. All information of unsuccessful applicants will be destroyed within six months.
|Job ref no.||CAFG/QFL/004 (CT3113198-01#0435)|
CASH Algo Finance Group Limited (CAFG) is a member of Celestial Asia Securities Holdings Limited ("CASH Group", SEHK: 1049). Established in 1972, the CASH Group is a multi-faceted service conglomerate. The financial services arm of the CASH Group has been a leading financial services provider in Hong Kong, and is committed to building and operating state of the art trading and execution platforms in today's borderless world.
Given our technology-focused heritage, CAFG has been a pioneer in quantitative finance and algo trading in Hong Kong. We launched our first algo trading strategy in 2009, and have since expanded into multiple strategies and tactics covering multiple markets.