Job Description

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).

Key Responsibilities:

• Work closely with trading desks to research, develop and implement quantitative strategies using statistical modeling, machine learning, and other analytical methods.
• Design, build, and maintain pricing and risk management models for Fixed Income, Currencies, Commodities & Equity (FICC+E) derivatives.
• Develop and enhance a trading strategy research platform, including backtesting frameworks and performance analytics.
• Build reusable quantitative modules, such as execution algorithms, hedging tools, and signal generation systems.
• Provide ongoing production support for trading systems, ensuring stability and efficiency.

Qualification:

• Master's degree or higher in Financial Engineering, Computer Science, Mathematics, Physics, or related fields; candidates with a combined finance and STEM backgrounds are preferred.
• Thorough understanding of FICC+E products and trading conventions; at least 3 years of experience in overseas market trading, risk control, operations, or research and development.
• Minimum 3 years of hands-on Python programming experience; familiarity with C++, AI models, QuantLib, and time-series databases is a plus.
• Strong foundation in data analysis, modeling, and logical reasoning.
• Result oriented, proactive, dependable, excellent communication and teamwork skills.