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CITIC CLSA

Market Making Quant, Equity Derivatives

Salary$150k – $190k
LocationNew York
Work modeon-site
Typefull-time
Company size10,000+ people
First seen1w ago
Last seen16h ago
Key Areas of Responsibilities
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Supporting EQD US Market Making business on listed products.
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Building pricing tools and looking after daily risk and PnL analysis.
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Building trading applications on US products.
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Building transaction analysis tools to optimize the business flows
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Working with global quants on quant library and global quant projects
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Designing and innovating equity derivative library
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Working with IT to build a resilient risk/pricing infrastructure
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Building Vol Fitting tools and Dividend marking tools
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Supporting daily trading applications
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Building trading tools and support the Equity Derivative sales teams overseas
Requirements
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Master’s degree or above in Computer Science, Maths, Engineering or related disciplines
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Minimum 6 years of relevant experience in Market Making business
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Extensive knowledge in computer science fundamentals and software development experience in Python (3.9+) with excellent debugging and analytical skills
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In-depth understanding of Equity Derivatives
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Strong understanding of design patterns, solid principles, and unit testing practices
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Experience with SQL, database design, and large datasets
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Expertise in engineering platform solutions in Python on large-scale, complex systems
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Ability to work in a fast-paced environment and critically, solve various problems arising from trading, risk and operations
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Self-motivated, strong attention to detail and a proactive mindset.
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Fluent in both spoken and written English
Benefits
Salary Range: $150,000-$190,000 USD
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