- Preferably in fixed income
- Conduct rigorous data analysis
- Master’s degree in Mathematics, Physics
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 a crucial role in the group’s internationalization strategy by:
- 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);
- actively making use of Huatai Securities’ leading position, distribution network and customer base in mainland China;
- 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).
Key Responsibilities
- Research, design, and implement quantitative trading strategies for fixed income cash and derivatives products.
- Conduct rigorous data analysis (historical/time‑series, cross‑sectional) to identify market inefficiencies, pricing anomalies and predictive signals.
- Collaborate with Portfolio Managers (PMs) to translate research insights into executable trading strategies, ensuring alignment with portfolio objectives.
- Partner with engineering/IT team to enhance data pipelines, trading infrastructure and execution algorithms. Continuously refine existing strategies based on market regime shifts, new data sources, or model feedback and trading systems.
Qualification
- Master’s degree in Mathematics, Physics, or related STEM field.
- 3‑5+ years of experience working in investment/trading strategy research environment. Preferably in fixed income.
- Demonstrated experience working with large datasets, programming skills, and proficiency in Python.
- Excellent communication skills, teamwork mentality, and ability to perform under pressure.