파생상품 알고리즘 플랫폼의 운영과 감독을 전담하며, 데이터 분석을 통해 실행 성능을 최적화해요. 금융, 수리, 과학 분야의 학사 또는 석사 학위가 필수이며, 에이전시 실행 경험이 반드시 필요해요. APAC 거래 시간 동안 알고리즘의 안정성을 모니터링하고 기술적 이슈를 해결해야 해요. 고객 및 내부 팀에 실행 전략을 자문하는 역할을 수행해요.
Corporate & Investment banking
Permanent contract
Hong Kong, Hong Kong
Reference 26000D9H
Start date Immediately
Publication date 2026/07/15
We are seeking an Electronic Sales Trader/Algo Trading specialist to join our Exchange‑Traded Derivatives (ETD) Algo franchise in Hong Kong. This role sits at the intersection of quantitative research, electronic execution, and client engagement, with ownership of agency execution algorithms for listed derivatives across futures and options.
The successful candidate will be responsible for the day‑to‑day supervision, analysis, and enhancement of ETD execution algorithms, partnering closely with sales‑trading, technology, and clients to deliver best‑in‑class execution outcomes. This is a hands‑on role requiring deep understanding of market microstructure, strong quantitative skillsets, and the ability to communicate insights clearly to both technical and non‑technical stakeholders.
Own the day‑to‑day operation and supervision of the listed derivatives agency execution algorithm platform.
Monitor execution quality, stability, and behavior of algorithms during APAC trading hours, ensuring robustness through market events.
Act as a primary escalation point for algo‑related issues, working closely with trading, technology, and support teams.
Conduct rigorous execution performance analysis using tick‑level data, transaction cost analysis (TCA), and market microstructure diagnostics.
Develop, maintain, and enhance back‑testing, simulation, and analysis frameworks to assess algorithm behavior under varying market conditions.
Identify execution inefficiencies, market impact drivers, and liquidity patterns to inform algorithm improvements.
Define functional specifications and contribute to quantitative logic for new features, strategies, and parameters within ETD execution algos.
Partner with quantitative developers and engineers to test, validate, and productionize enhancements.
Continuously adapt algorithms to evolving market structure, exchange microstructure changes, and client trading styles.
Provide expert advisory support to sales‑trading teams and clients on algo selection, calibration, and execution strategy.
Deliver clear, data‑driven execution insights, post‑trade analysis, and recommendations to institutional clients.
Produce periodic market and client trend publications focused on electronic trading in global futures and options.
Maintain strong awareness of regulatory developments, exchange rule changes, and market structure evolution impacting listed derivatives execution.
Ensure algorithm behavior and controls align with internal risk frameworks and regulatory expectations.
Strong analytical mindset with the ability to convert complex quantitative findings into practical execution guidance.
Excellent communication skills; comfortable engaging with clients, traders, technologists, and quantitative peers.
Ability to operate with a high degree of autonomy in a fast‑paced trading environment.
Proven ability to manage multiple priorities under tight deadlines.
Demonstrated experience working with large datasets.
Desired background in quantitative modeling, including:
Market impact modeling
Regression and optimization techniques
Time‑series analysis
Statistical learning / machine learning (applied pragmatically)
Proficiency in Python for data analysis and research.
Working knowledge of databases.
Familiarity with production trading systems, logs, and execution workflows.
Experience designing or supporting execution algorithms for listed derivatives or electronic trading platforms.
Meaningful experience in either:
Quantitative trading
Algorithmic execution
TCA / electronic trading strategy
Listed derivatives (futures and/or options)
Direct exposure to agency execution (low‑touch / algo‑driven trading) is required.
Prior experience in a client‑facing trading, sales‑trading, or execution advisory role is strongly preferred.
The Execution Services group within EQD Prime, APAC, is responsible for servicing Societe Generale's client base transacting across APAC and global markets. The business incorporates global exchange traded derivatives coverage, cash equities coverage, synthetic equities coverage, sponsored DMA coverage, and all aspects of execution consultancy across these products. Execution Services includes high-touch sales-trading, program-trading, electronic-trading, and SDMA. With coverage desks in Hong Kong, Tokyo, Seoul, Taipei, Mumbai, Sydney, and Singapore, the regional APAC execution services team work as a cross-product, cross-execution vertical, coverage unit, providing best in class execution servicing to Societe Generale's diverse client base.
We are an equal opportunities employer and we are proud to make diversity a strength for our company. Societe Generale is committed to recognizing and promoting all talents, regardless of their beliefs, age, disability, parental status, ethnic origin, nationality, gender identity, sexual orientation, membership of a political, religious, trade union or minority organisation, or any other characteristic that could be subject to discrimination.
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ETD Sales-Trader
Permanent contract
Hong Kong, Hong Kong
Responsibilities Profile required Business insight Diversity and Inclusion
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