Associate Director - EQD Quant: Equity Derivatives Strategy

CLSA; Hong Kong; On-site; HKD 600,000 - 800,000; Full time

Job summary

CLSA in Hong Kong is seeking an experienced developer for its Equity Derivatives Quant team. The role involves building index and statistical arbitrage strategies while conducting business analytics for the Prime Service/SBL/Delta One desk.

The ideal candidate has around 6 years of experience in quantitative development, strong programming skills in C++ and Python, and a solid educational background. You will support trading activities and enhance existing business platform processes.

Qualifications

• Around 6 years of experience in quantitative development and equity derivatives trading.
• Experience in Delta One/Prime quantitative and/or system development areas is a big advantage.
• Ability to work in a fast-paced environment with minimal supervision.

Responsibilities

• Build trading analytics and develop algorithmic trading strategies for index and statistical arbitrage.
• Contribute business analytics and solutions for SBL/Synthetic Swap business.
• Support and enhance existing business platform processes.

Skills

C++

Python

SQL

Quantitative Analysis

Teamwork

Analytical Skills

Education

Bachelor's degree in computer science, math, physics, engineering or quantitative finance

Job description

CLSA in Hong Kong is seeking an experienced developer for its Equity Derivatives Quant team. The role involves building index and statistical arbitrage strategies while conducting business analytics for the Prime Service/SBL/Delta One desk.

The ideal candidate has around 6 years of experience in quantitative development, strong programming skills in C++ and Python, and a solid educational background. You will support trading activities and enhance existing business platform processes.