Mô tả công việc
ABOUT THE ROLE
Run TCX's delta-one book - capturing relative-value opportunities across VN30 futures, the underlying constituent basket, and listed ETFs. You'll combine systematic strategies with disciplined execution to deliver consistent returns on a low-risk, high-turnover trading book.
KEY RESPONSIBILITIES
• Index arbitrage - trade VN30 futures against the constituent basket to capture mispricing and basis dislocations.
• Futures basis trading - monitor cash-futures basis and run calendar/roll trades around expiry, dividends, and index events.
• ETF market making - provide continuous quotes on listed ETFs (e.g., FUETCC50, FUETCC30); manage inventory through creation/redemption with the underlying basket.
• Execution - manage slippage, venue selection, and execution algorithms; aim to minimize impact on a high-volume book.
• Risk & reporting - monitor basis risk, tracking error, and inventory exposure; report P&L and regulatory positions as required.
• Tools & workflow - work with quant and engineering teams to improve signals, execution algorithms, and the trading platform.
Yêu cầu
REQUIRED QUALIFICATIONS
• 5-7 years in proprietary trading, quantitative trading, ETF market making, or arbitrage at a securities firm, fund, or bank.
• Working knowledge of Python for trading, analysis, and automation.
• Solid understanding of futures, ETFs, and equity market microstructure.
• Familiarity with statistical arbitrage, basis trading, and index mechanics.
• Bachelor's degree in Finance, Mathematics, Engineering, or a related quantitative field.
NICE TO HAVE
• Vietnam delta-one experience - hands-on trading of VN30 futures, ETF arbitrage, or index arbitrage in the Vietnamese market.
• Systematic trading background - experience with low-latency or rules-based execution systems.
• SSC Certificates - Securities Practicing Certificate (Analysis or Fund Management).
• CFA - any level welcomed.
• Additional programming - C++, Rust, or kdb+ for performance-critical components.
• AI tooling - comfort using LLMs and automation to scale research and execution.
WHAT YOU'LL GET
• Work alongside top-tier finance and technology experts, helping shape the future of investment and wealth management in Vietnam.
• Competitive salary with a strong benefits-in-kind package.
Quyền lợi
Chăm sóc sức khoẻ
Mức lương cạnh tranh
Đào tạo
Được trải nghiệm môi trường tài chính công nghệ với mô hình Agile/Scrum, văn phòng hiện đại chuẩn 5S
Khác
Được thực tập và đào tạo các nghiệp vụ liên quan đến Marketing
Thông tin khác
NGÀY ĐĂNG
[protected info]
CẤP BẬC
Nhân viên
NGÀNH NGHỀ
Ngân Hàng & Dịch Vụ Tài Chính > Môi Giới & Giao Dịch Chứng Khoán
KỸ NĂNG
Môi Giới Chứng Khoán, Giao Dịch Chứng Khoán, Stock Trading, Quantitative Finance, Index Funds
LĨNH VỰC
Chứng khoán
NGÔN NGỮ TRÌNH BÀY HỒ SƠ
Bất kỳ
SỐ NĂM KINH NGHIỆM TỐI THIỂU
5
QUỐC TỊCH
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Nơi làm việc
- 6 Quang Trung, Cửa Nam, Hà Nội