Ficc - Quantitative Trader Hkex Government Bond Futures Market Making

**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 as a crucial role in the group's internationalization strategy by: a) 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); b) actively making use of Huatai Securities’ leading position, distribution network and customer base in mainland China; c) 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). Job Responsibilities: * Execute market making activities and provide continuous liquidity for HKEX government bond futures * Develop, enhance, and maintain quantitative models for pricing, statistical arbitrage, and hedging strategies * Conduct market data analysis and volatility research to continuously optimize trading algorithms and execution strategies * Monitor and manage multi-dimensional portfolio risk exposures * Implement automated hedging strategies and oversee daily position management Qualifications: * Master's or PhD degree in Finance, Mathematics, Computer Science, Physics, or related quantitative fields * Solid understanding of derivatives pricing models and fixed income products with strong mathematical and statistical modeling capabilities * Minimum 5 years of hands-on experience in rates trading, market making, or related quantitative trading fields * RA1/2/4/5 License Holder is prefered * Strong programming skills in one or more of the following: Python, C++, Java, or MATLAB, with experience in data analysis, model calibration, and strategy development * Proven track record in backtesting and implementing automated trading strategies * Experience in market making for exchange-traded futures, HKEX products or CFFEX government bond futures is preferred. * Previous market making or high frequency trading (HFT) experience on established exchanges (e.g. CME/CBOT, ICE, HKEX or China Financial Futures Exchange (CFFEX)) is highly preferred * Experience with automated trading systems and high-frequency trading strategies * Knowledge of yield curve modeling and term structure models * Familiarity with market microstructure and exchange trading mechanisms