Job description
Role Overview:
We are seeking a highly skilled Quantitative Trader/Portfolio Manager to develop and execute systematic trading strategies in US equities and derivatives, with a strong focus on options trading. The ideal candidate will have a deep understanding of quantitative modeling, market microstructure, and volatility dynamics, along with a proven track record in generating alpha through data-driven strategies.
The Role:
Requirements:
If you believe you meet the above requirements and have the passion and drive to excel in this role, we invite you to submit your application. We apologies that only shortlisted candidates will be contacted. Please click the 'Apply' button below or send through your most updated CV to cchen@captarpartners.com. We apologies that only shortlisted candidates will be contacted.
Still considering? Contact Cathleen Chen on +852 3653 5247 for confidential discussion about it, we are always happy to help.
We are seeking a highly skilled Quantitative Trader/Portfolio Manager to develop and execute systematic trading strategies in US equities and derivatives, with a strong focus on options trading. The ideal candidate will have a deep understanding of quantitative modeling, market microstructure, and volatility dynamics, along with a proven track record in generating alpha through data-driven strategies.
The Role:
- Design, backtest, and implement high-frequency (HFT), mid-frequency, or statistical arbitrage strategies in US equities and equity derivatives (options, futures, ETFs).
- Build and optimize volatility, dispersion, skew, and relative-value options strategies using advanced pricing models like stochastic vol, local vol, and machine learning techniques.
- Deploy automated trading algorithms, optimize execution performance, and manage portfolio risk using Greeks (Delta, Gamma, Vega) and scenario analysis.
- Utilize large datasets, including market data, order flow, and alternative data, to identify predictive signals and enhance model performance.
- Collaborate with quant researchers, developers, and risk teams to improve trading infrastructure and scalability.
- Monitor live trading performance, adjust strategies dynamically, and take ownership of portfolio profitability.
Requirements:
- Bachelor’s degree in Finance, Business Administration, or a related field; MBA or relevant advanced degree preferred.
- 5+ years of experience in front office quant research/trading, ideally with a track record from managing your own book.
- Proficiency in Python is required, C++ is desired.
- Demonstrate excellent track record
- HFT and Futures background
- Proven experience in back testing, and developing strategies
- Excellent communication and collaboration abilities
If you believe you meet the above requirements and have the passion and drive to excel in this role, we invite you to submit your application. We apologies that only shortlisted candidates will be contacted. Please click the 'Apply' button below or send through your most updated CV to cchen@captarpartners.com. We apologies that only shortlisted candidates will be contacted.
Still considering? Contact Cathleen Chen on +852 3653 5247 for confidential discussion about it, we are always happy to help.
