Quantitative Analyst / Developer (Bernstein - Hong Kong)
Societe Generale
Responsibilities
The Bernstein APAC trading business seeks a quantitative analyst/developer with 2-5 years of analytical and a hands-on programming experience. The candidate will join a team that develops trading systems/tools/algorithms for the APAC equities trading platform. Responsibilities include:
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Develop analytical libraries and tools leveraging both open source and proprietary numerical software packages. Design and maintain static data
Symbol Universe
Trading statistics: ADV’s, volatility, block size, volume patterns, etc
Venue market structure
Monitor trading flows during APAC market trading hours - focus on stability and capacity & diagnosis of trading issues at the algo level
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Design, develop, deploy, and maintain elegant software solutions in algorithmic trading stemming from
Customer requirements
TCA/performance analysis
Changes in market structure=
Test, certify and roll out new algo versions
Support the trading desks, answer client and trader inquiries, troubleshooting