Position Description
We are pleased to offer the opportunity for an experienced quant developer to join the algo quant team of CLSA’s leading brokerage business.
Ranked #1 across Asia for High Touch Trading, CLSA developed a unique local footprint across 15 exchanges in Asia. It boasts unparalleled access to Chinese equities through collaboration with its parent company CITICS, China's largest investment bank.
Working closely with the algo development team, the algo quant team researches, designs and implements trading signals, trading strategies and analytics systems that are used by our traders and clients around the world. It builds and maintains an extensive research infrastructure. It collaborates with our electronic execution desk to promote the product it builds and service our client base.
Since 2016, CLSA has pioneered the use of advanced machine learning techniques in its ADAPTIVE trading algorithms. It strives for innovation and a quantitative, data-driven approach to trading.
Key Areas of Responsibilities
The successful candidate
- will have strong data science and quant modelling skills
- will have a solid experience developing data science pipelines and analysis production systems
- will contribute to the development and improvement of the electronic trading product across the full development cycle, namely research market microstructure, build cutting edge trading models and price signals, integrate them in our trading strategies and optimise their performance
- carry out custom client-driven execution research, provide quantitative advisory services to our clients, optimise our algo wheel configurations and data mine our trading exhaust.
Requirements
- Post-graduate degree in Mathematics, Physics, Computer Science or another quantitative subject
- Strong problem-solving and analytical skills
- Demonstrated practical experience of data analysis and machine learning model building
- Strong programming skills and proficiency in Python
- Experience building and optimising data science pipelines and platforms
- Strong communication and interpersonal skills
- Strong team player and open to new ideas
- Ability to code in q/kdb+
- Development experience in C# or other object oriented programming languages
- Experience of Equities markets
- Knowledge of Equities algorithmic execution
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Top Skills
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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