Associate Director, Delta One Trading, Equity Derivatives

CITIC Securities International; Hong Kong; On-site; HKD 900,000 - 1,500,000; Full time

Job summary

CITIC Securities International in Hong Kong is seeking a senior quantitative trader/financial engineer to support traders in daily trading, risk management, and issue resolution. The role involves execution, hedging, and market making, with close partnership with Sales to price for clients facing business.

You'll collaborate with Risk, Finance, Operations, Quant and Technology teams, develop tactical tools to improve pricing and trading decisions, and back-test strategies with senior traders.

Qualifications

• Master’s degree or above in computer science, math, physics, engineering or quantitative finance.
• Minimum 5–8 years of relevant experience.
• Python programming is essential; other programming languages skill is a plus.
• Knowledgeable of tracking optimization or multi-factor risk modelling will be a plus.
• Good team work and communication skills, both written and oral
• 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

Responsibilities

• Support traders in daily trading, bookings, risk management and resolving trading issues.
• Responsible for execution, hedging and market making.
• Work closely with the Sales team to provide pricing for clients facing business.
• Collaborate with Risk, Finance, Operations, Quant and Technology teams.
• Work with Quant and IT on systems developments, engage in regular meetings and follow progress.
• Collect requirements and develop tactical tools to enhance efficiency in pricing and trading decisions.
• Support and enhance existing business processes and related infrastructure.
• Work with senior traders to generate trade ideas, identify trading opportunities and back-test strategies.
• Work with MO team, Operations and Settlement team for booking and reconciliation.

Skills

Python programming

Analytical thinking

Teamwork

Communication skills

Problem solving under pressure

Education

Master’s degree or above in computer science, math, physics, engineering or quantitative finance

PhD degree would be advantage

Tools

Backtesting tools

Risk modeling tools

Job description

• Support traders in their daily work which includes trading, bookings, risk management, and resolving trading related issues.
• Responsible for execution, hedging, and market making.
• Work closely with the Sales team to provide pricing for clients facing business.
• Work closely with Risk, Finance, Operation, Quant and Technology teams.
• Work with Quant and IT on systems developments, engage in regular meetings, and follow up on the progress.
• Collecting requirements and developing tactical tools to enhance efficiency in pricing and trading decision making process.
• Support and enhance existing business processes and related infrastructure.
• Work with senior traders to generate trade ideas, identify trading opportunities, and back-test strategies.
• Work with MO team, Operations and Settlement team for booking and reconciliation.

Requirements

• Master’s degree or above in computer science, math, physics, engineering or quantitative finance. PhD degree would be advantage.
• Minimum 5-8 years of relevant experience
• Python programming is essential. Other programming languages skill is a plus.
• Knowledgeable of tracking optimization or multi-factor risk modelling will be a plus.
• Good team work 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