Quant jobs / Flow Traders

Delta One Trader

A trading role making markets and running index arbitrage across Asian exchanges in ETFs, index futures and related products. It sits on a proprietary trading desk close to sales, research and structuring.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Provide liquidity and manage risk in ETFs and index futures
Run index arbitrage and relative value books
Build quantitative Delta One strategies
Manage exposure across Asian markets within limits

What they ask for

Required

3+ years in Delta One or equity derivatives trading
ETF and index arbitrage
Trading on Asian exchanges (HKEX, SGX, TSE, KRX)
Proven risk and P&L management
Quantitative and analytical skill
Communication

Preferred

Python, R or SQL

Education: University degree, preferably in finance, STEM or related quantitative discipline
Experience: 3+ years in Delta One trading or equity derivatives
Languages and tools: Python
R
SQL
Markets: equities, futures, options

How to prepare

Study ETF arbitrage mechanics, NAV and basis between index, futures and ETF
Learn the main Asian exchanges' microstructure and trading hours
Build a small index-vs-ETF mispricing analysis in Python
Review risk limits, hedging and funding costs

What to study

The HFT Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Flow Traders’s site before applying: requirements, location and pay can change after we check them.

View the posting on Flow Traders’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Flow Traders and doesn’t handle applications.