Equity Trader from Buy-side
Equity Traders from Buy-side (Fund, Asset Management) execute orders from Portfolio Manager to meet their benchmarks. 一只规模较大的APAC Buy-side大概有6-7人的trading team，每个人负责专属的market，平均下来每个人每天大概有200+order去执行。
90% of their time focus on the execution quality, monitoring market for better execution. That's why market sense and execution experience is important for this role.
But there is a trend that execution trading industry is shrinking. When PM finally migrates for electronic trading, the whole trading team can be fired.
HFT Quant Trader
Yang, an experienced quantitative researcher, with a demonstrated history of working in the investment management industry. Strong research skills in alpha model and data management.
● 5+ years trading experience in low-latency trading in commodities and index futures in China ● Extensive network with securities brokers and fund industry practitioners in China ● Qualifications of fund management in China and Hong Kong
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● Portfolio Sharpe ratio > 8, Sortino ratio > 20, return > 20% ● Conducted independent alpha research and built original HFT models for 10+ China futures ● Deployed trading algorithms across all 4 China exchanges; managed trading risks and operations ● handled 5+ regulators inspections; gave exchange suggestions on market relaxation ● Co-built the first database of firm-wide order executions to study execution quality ● Co-designed a new simulation fill model for snapshot market data in China ● Designed databases to clean up special market events and data problems, together with an automatic data report to confirm data availability and to reveal package loss / delay issues ● Designed future expiry roll detector and limit price detector to give warnings of market changes ● Co-designed trading position monitor to notify stuck or inactive positions ● Surveyed characteristics of multiple financial exchanges; investigated data quality and connectivity of low-latency financial market data from various sources ● Co-designed and supervised intern projects
Quant Researcher for Option Market Making
Andy, a former quant research from MS Systematic Options MM group in London:
Python Programming KDBQ dealing with large data Options strategies Volatility surface fitting and smoothing Alpha signal Limit order book modelling and order flow analysis