Electronic Sales Trader/Algo Trading specialist

Job Description

ETD Sales-Trader | Societe Generale

The Tone:
This is a full-time role at Societe Generale, located in Hong Kong. Societe Generale’s Execution Services group within EQD Prime, APAC, is responsible for servicing its client base across APAC and global markets, covering products like exchange-traded derivatives, cash equities, and synthetic equities. This role is crucial for enhancing the firm’s electronic execution capabilities, focusing on the day-to-day supervision, analysis, and enhancement of agency execution algorithms for listed derivatives. The position plays a key part in delivering best-in-class execution outcomes by combining deep quantitative understanding with client engagement and technical oversight.

The TL;DR
• Role: Full Time
• Type: Full-time
• Location: In-person Hong Kong(Hong Kong Island)

• Team: Execution Services group within EQD Prime, APAC, working as a cross-product, cross-execution vertical, coverage unit.
• Mission: Own, supervise, analyze, and enhance agency execution algorithms for listed derivatives across futures and options to deliver best-in-class execution outcomes.
• Tech Stack: Python, databases

What You’ll Actually Do
• Algorithm Ownership: Own the day-to-day operation and supervision of the listed derivatives agency execution algorithm platform, monitoring execution quality and stability during APAC trading hours.
• Performance Analysis: Conduct rigorous execution performance analysis using tick-level data, transaction cost analysis (TCA), and market microstructure diagnostics.
• Algorithm Enhancement: Define functional specifications and contribute to quantitative logic for new features, strategies, and parameters within ETD execution algorithms.
• Client Advisory: Provide expert advisory support to sales-trading teams and clients on algorithm selection, calibration, and execution strategy, delivering data-driven execution insights.
• Regulatory Compliance: Maintain strong awareness of regulatory developments, exchange rule changes, and market structure evolution impacting listed derivatives execution, ensuring algorithm behavior aligns with internal risk frameworks.

The Must-Haves
• Background: Bachelor’s or Master’s degree in a financial, quantitative, or scientific field, coupled with meaningful professional experience in quantitative trading, algorithmic execution, TCA / electronic trading strategy, or listed derivatives.
• Experience: Direct exposure to agency execution (low-touch / algo-driven trading) is required, along with experience designing or supporting execution algorithms for listed derivatives or electronic trading platforms.
• Skills: Strong analytical mindset with the ability to convert complex quantitative findings into practical guidance, proficiency in Python for data analysis and research, working knowledge of databases, and excellent communication skills.
• Bonus: Prior experience in a client-facing trading, sales-trading, or execution advisory role is strongly preferred; a desired background in quantitative modeling, including market impact modeling, regression, optimization techniques, time-series analysis, and statistical learning / machine learning, is also beneficial.