Quantitative Analyst / Developer (Bernstein - Hong Kong)
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:
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
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
Profile required
Passion for technology, software development, and mathematics
Proficiency with one or more programming languages (e.g. Java, C#, R, javaScript, python)
Knowing kdb/q, REACT/VUE is a plus
High frequency market data, feed handler knowledge, OMS program experience
Strong quantitative and analytical skills
Strong written and verbal communications skills
Bachelor’s or Master’s level education in a quantitative discipline
2-5 years relevant experience
Independent thinker, self-starter, ability to interact and build relationships at different levels across the organization and ability to connect with clients.
Business insight
Bernstein is widely recognized as a premier global equity research and brokerage firm, with a trading platform that spans the US, Europe, and Asia. Our research and trading capabilities are sought out by leading investment managers around the world, and we have a long history of our research receiving #1 rankings for overall quality and industry knowledge.
On April 1, 2024, Alliance Bernstein and Societe Generale announced the official launch of Bernstein, a new joint venture expanding our global cash equities and equity research business. Clients now have unparalleled equity liquidity access and a full range of integrated services, leveraging Bernstein’s cash equities and research capabilities and Societe Generale’s equity derivatives, prime services and equity capital markets offering.
Department Description
Bernstein (Société Générale Group) operates a fully client-aligned, agency only trading platform, built on broad liquidity access and cost agnostic routing to achieve best execution. As the largest global agency-only broker, we offer a comprehensive suite of equity trading products, complimented via our strategic partnership with Société Générale, with a core focus on delivering a best-in-class service to our diverse global client base.