Are you interested in low-latency systematic trading with experience in derivatives valuation? Are you confident in your quantitative background to lead competition in public market? Do you enjoy generating signals and building tools/algos to guide decisions and profit the business?

We're looking for someone who can
• Improve and develop quantitative models used in our Global Equity Derivative Algo systematic trading systems such as
-Low latency algo vol fitting solution
-Option market making and execution strategies
-Low latency signals extracted from L3 book and applied in systematic trading algo
• Rapidly learn in-depth knowledge and deliver agile but elegant solution using strong market intuition with realistic validation.
• Work closely with Quant developers and participate in the design and development of high-frequency systems and algorithms.