- Location
- Hong Kong
- Type
- Full-time
- Department
- Education
- Source
- Workday
Description
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 Description:
- Contribute to the design of quantitative investment strategies supporting the QIS business, including multi-factor stock pricing models, multi-asset allocation, CTA strategies, and statistical arbitrage, etc.
- Perform data modeling, analyzing, backtesting and database operations.
Qualifications:
- Recent graduates with a master’s degree or above in Mathematics, Computer Science, Financial Engineering or other engineeringrelated majors from recognized universities; or candidates with up to three years of buyside or sellside quantitative research experience.
- Solid knowledge in statistics and quantitative modeling; proficient in at least one programming language, such as Python, Matlab or R; and a good working knowledge of SQL.
- A strong passion for quantitative research, highly selfmotivated, rigorous and detailoriented, and the ability to thrive in a fast-paced, high-pressure environment.
- Candidates with research experience in machine learning or deep learning are preferred.