About this role
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:
• Lead the construction and management of multi-asset portfolios (rates, credit, FX, asset-backed, vol products) with a fixed-income core, driving absolute-return strategies while adhering to risk-adjusted performance targets. • Design and implement risk parity frameworks to optimize asset allocation, hedging strategies, and leverage across multi-asset portfolios, ensuring alignment with fund mandates and liquidity constraints. • Build proprietary quantitative models to identify mispricing, asses tail risks, and enhance portfolio alpha generation. • Lead due diligence on new investment products and oversee on-boarding for executable instruments.
Job Requirements:
• Master’s degree in Mathematics, Physics, Economics, Finance, or a related quantitative field. • 7 to 10+ years of hands-on portfolio management or trading experience in multi-asset fixed income and derivatives, with a proven track record of alpha generation within buy-side/sell-side institutions. • Deep understanding of sell-side/buy-side infrastructure: funding dynamics, prime brokerage relationships, collateral management, and trading system workflows. • Working experience covering one major asset or multi-asset class as below. • Rates: DM/EM rates & derivatives (gov bonds & linkers, EM quasi-gov bonds, and related derivatives i.e., Futures, IRS, swaptions etc. • Asset-backed: MBS/CMO/TBA, covered bond, global-related products. • Credit: Non-China global credit including cash bond, callables, equity-embedded etc. • Practical experience in executable hedging tool and strategy. Familiar with arbitrage and RV strategy in major macro and credit markets. Approved good trading and investment tracking record. • Expertise in quantitative programming (Python/VBA/R/MATLAB) for back testing, pricing, and risk modelling. Experience with API-based trading systems is a plus.
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