In this role you will work alongside traders, risk managers and technologists. You will conduct quantitative research and develop systematic trading solutions across Asia Pacific equity and derivatives markets. The role combines market microstructure research, execution optimisation and alpha discovery to improve trading decisions, execution quality and risk-adjusted returns across a broad range of listed and OTC products.
Your research will focus on: Intraday stock, ETF and futures price dynamics, order book analytics and market microstructure, transaction cost analysis and execution quality measurement, alpha signal discovery, statistical modelling and forecasting, liquidity forecasting and market impact modelling. As well as rebalance and event-driven trading opportunities, cross-market relationships between cash equities, ETFs, futures, swaps and foreign exchange markets, systematic execution and optimisation of index arbitrage and delta-one trading strategies. You will also be responsible for the development of quantitative tools and models to improve execution performance, operational efficiency and risk-adjusted returns and identifying opportunities to enhance trading technology, execution platforms, balance sheet efficiency and funding optimisation.
