Position Description
The Equity Derivatives Quant team is looking for an experienced developer to support the Equity Derivatives Quantitative business division. The candidate will be responsible to develop market making and trading strategies on the in-house built market making platform for ETF, warrant and listed option market making business. Proficiency in C++/Python and an understanding of low latency trading systems are essential.
Key Areas of Responsibilities
- Design and enhance market making capabilities on ETF, warrants and listed options
- Develop and maintain front-office low latency e-trading and execution infrastructure and applications using C++
- Understand business requirements and translate them into technical specifications
- Collaborate with developers, business analysts, and traders to deliver high-quality solutions
- Optimize code and improve application performance
- Stay up-to-date with the latest technology trends
- Attentive to the current platform gaps/ issues and design solutions to improve its accuracy, performance, and maintainability
- Provide support in production when required.
Requirements
- Master’s degree or above in a mathematics, physics, computer science, engineering and quantitative finance
- 5+ years of experience in C++ (preferable C++ 17 or 20) application development
- Strong knowledge of network, middleware and mainstream database technology
- Solid programming experience gain from previous jobs and projects, preferably in low latency systems
- Self-starter with a passion for coding
- Strong analytical and problem-solving skills
- Excellent collaboration and communication skills
- Ability to work in a fast-paced environment and deliver solutions under pressure
- Previous working experience on ETF/warrants/options market making platforms as a quant/developer is an advantage
- Familiarity with ETF operating mechanisms, including IOPV calculation, is a plus
CITIC CLSA provides global investors and corporate executives with insights, liquidity and capital to drive their growth strategies.
Award-winning research, an extensive Asia footprint, direct links to China and highly experienced finance professionals differentiate our innovative products and services in asset management, corporate finance, equity and debt capital markets, securities and wealth management.
As part of CITIC Securities (SSE: 600030, SEHK: 6030), China’s leading investment bank, CITIC CLSA is uniquely positioned to facilitate cross-border capital flows and connect China to the world and the world to China.
CITIC CLSA operates from 13 countries across Asia, Australia, Europe and the Americas. For further information, please visit www.clsa.com.