The CITICS CLSA Equity Derivatives team (EQD) offers its clients a wide range of products and services meeting different needs like risk management, investment return enhancement, financing, and cross-border market access. EQD’s products and services include Prime Services, Derivative Products, Quantitative Investment Strategies (QIS), and Market Making.
About the role
EQD Quants is a team of quantitative analysts who specialize in quantitative finance and technology and work closely with EQD traders, sales and structuring teams. EQD quants design and implement EQDs e-trading infrastructure, market making systems, and trading systems for OTC non-linear, QIS, OTC prime and delta one.
The day-to-day responsibilities of the EQD Quant will include—
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Analysis of market microstructure data to identify actionable trading signals for equities and derivatives in India and other Asia-Pac markets
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Analysis of order book data to identify actionable trading signals for equities and derivatives in India and other Asia-Pac markets
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Research and development of trading models using real-time and historical trade and quote data for equities and derivatives in India and other Asia-Pac markets
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Back-testing of the above strategies
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Understanding and enhancing EQD’s trading strategies for India and other Asia-Pac markets
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Working with EQD developers and the firm’s technology teams to implement trading strategies and optimizing code
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Understanding and contributing to EQD’s trading infrastructure
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Monitoring live performance of EQD’s trading strategies for continuous enhancement of signal detection and performance robustness
Requirements
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A bachelor’s degree in engineering from a top-tier Indian institute (e.g., the top IITs) and/or a master’s or PhD degree in a quantitative field (Mathematics, Physics, Computer Science, Electrical Engineering, Quantitative Finance, etc.) from a top-tier Indian or foreign university
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6+ years of professional industry experience, ideally in research or development of trading strategies
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Deep knowledge of options, futures and other equity derivatives, especially in India
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Deep knowledge of market microstructure and exchange protocols in India/Asia-Pac markets
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Advanced knowledge of low-latency systems and real-time data processing
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Experience in trading or microstructure-based signal research using high-frequency or ultra-high frequency data in India/Asia-Pac markets
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Strong programming skills and experience in C++ (17.0 or later), Python or similar languages
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Self-starter with a passion and strong analytical and problem-solving skills
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Ability to work in a fast-paced environment and deliver solutions under pressure
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Excellent collaboration and communication skills
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Experience of trading on the NSE or BSE using low-latency or ultra-low-latency real-time data
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Experience of working on FPGAs
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Ability to adapt to new technologies and frameworks
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