Quant Strat, Index Arb, (Python & C#) (VP), HK & Sydney

Hong Kong or Sydney
Ref: QSIA-1304
£££ Highly Competitive Salary Package
Global Investment Bank
Index arbitrage, Delta-one, Forward Trading, Data, Models, Algos, Python & C#

Our client, a leading investment bank, seeks to expand its Index Arb Trading desk in Hong Kong with the hire of an experienced Quant Strat.  Working closely with the Index and Forward Trading desk, you will research and develop automated quant-trading strategies for index arbitrage and related delta-one activities across the APAC equities markets.  This is an excellent opportunity to be a part of a global team, closely aligned with revenue generation


  • 5+ yrs experience with quant strategy development at a leading market maker.
  • Strong understanding of Index Arb, futures basis trading, data analytics and market micro-structures.
  • A passion for engineering advanced solutions using modern technologies, with strong Python and ideally C#.
  • You’ll need excellent communication skills, and be able to take ownership of complex projects and work independently to achieve exceptional results
  • PhD or MSc in a quantitative field