FICC - Quantitative Trader, HKEX Government Bond Futures Market Making

About Us

Huatai International Financial Holdings Company Limited (“Huatai International” or “the Company”), is the only overseas wholly-owned or controlled subsidiary of Huatai Securities. Huatai International is the Huatai Group’s international arm which plays as a crucial role in the group's internationalization strategy by:

a) not only providing offshore capital market services (and a global business platform) but also provides onshore clients with valuable cross-border capital market services (aligned with the mainland China government’s policies and commercial intentions);

b) actively making use of Huatai Securities’ leading position, distribution network and customer base in mainland China;

c) integrating on a global basis across many jurisdictions and regions, a successful and fully integrated international financial platform with innovative financial services solutions.

Huatai International operates as a holding company for consolidating all of the group’s cross-border businesses and companies under one umbrella, offering a truly unified and international business platform. In recognition of such international strength, the renowned international rating agency Standard and Poor’s has assigned Huatai International a “BBB+” rating (for long term) and “A-2” (for short-term).

Job Responsibilities

• Execute market making activities and provide continuous liquidity for HKEX government bond futures
• Develop, enhance, and maintain quantitative models for pricing, statistical arbitrage, and hedging strategies
• Conduct market data analysis and volatility research to continuously optimize trading algorithms and execution strategies
• Monitor and manage multi-dimensional portfolio risk exposures
• Implement automated hedging strategies and oversee daily position management

Qualifications

• Master's or PhD degree in Finance, Mathematics, Computer Science, Physics, or related quantitative fields
• Solid understanding of derivatives pricing models and fixed income products with strong mathematical and statistical modeling capabilities
• Minimum 5 years of hands-on experience in rates trading, market making, or related quantitative trading fields
• RA1/2/4/5 License Holder is prefered
• Strong programming skills in one or more of the following: Python, C++, Java, or MATLAB, with experience in data analysis, model calibration, and strategy development
• Proven track record in backtesting and implementing automated trading strategies
• Experience in market making for exchange-traded futures, HKEX products or CFFEX government bond futures is preferred.
• Previous market making or high frequency trading (HFT) experience on established exchanges (e.g. CME/CBOT, ICE, HKEX or China Financial Futures Exchange (CFFEX)) is highly preferred
• Experience with automated trading systems and high-frequency trading strategies
• Knowledge of yield curve modeling and term structure models
• Familiarity with market microstructure and exchange trading mechanisms