Position Description
The Equity Derivatives Quant team is looking for an experienced developer to build index and statistical arbitrage strategies, conduct business analytic and intelligence support for Prime Service/SBL/Delta One desk. The developer will work within a system comprising of numerous Python services and an in-house market making application that interact via messaging to produce the product outputs in real time. A candidate is likely to gain further exposure to both new and complex technologies as well as in-depth Delta One and Prime business knowledge.
The EQD Quant team as whole builds and supports in-house platforms for the entire equity derivatives business, covering exotics and flow OTC options, QIS, Delta One and Prime business, and listed product market making.
Key Areas of Responsibilities
- Working closely with trading desk to build trading analytics and develop algorithmic trading strategies for index and statistical arbitrage and market making strategies, etc.
- Contribute business analytic and solution for SBL/Synthetic Swap business
- Support and enhance existing business platform processes and related infrastructure
- Attentive to the current platform gaps/ issues and design solutions to improve its accuracy, performance, and maintainability
- Supporting traders in their daily work, resolving issues, collecting requirement and develop tactical tool
- Design and develop new components for the platform and infrastructure extensions and enhancements
- Day-to-day interactions with the trading desk, other quants, operation, risk and finance departments, and technology teams
Requirements
- Bachelor degree or above in computer science, math, physics, engineering or quantitative finance from a top tier university
- Around 6 years of experiences in quantitative development and equity derivatives trading desk, experiences in Delta One/Prime quantitative and/or system development areas are big advantages
- Solid programming experience, strong in C++ and Python, and familiar with SQL
- Good teamwork and communication skills, both written and oral
- Good analytical skills, a logical approach to problem solving, be able to work in a fast-paced environment liaising with demanding stakeholders to understand complex requirements and be able to prioritize work under pressure with minimal supervision for the level of experience
- Self-motivated, self-driven and lifetime learner, and be able to bring positivity and enthusiasm in trying to think about and offer potential solutions for architectural considerations
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What We Do
CITIC CLSA is a wholly-owned subsidiary of CITIC Securities and its overseas business platform.
Established in Hong Kong in 1986, CITIC CLSA is Asia’s leading capital markets and investment group, committed to driving the growth strategies of global institutional investors, corporations, governments and high-net-worth individuals.
CITIC CLSA’s award-winning research, extensive Asia network, direct links to China and highly experienced financial professionals set CITIC CLSA apart from global investment banks and regional players.
Over three decades, CITIC CLSA has built an extensive Asia network with deep local knowledge and connections. Globally, we operate from 13 countries across Asia, Australia, Europe and the Americas. For further information, please visit clsa.com
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