Associate Director, EQD Quant – Index & Arbitrage Platforms

CLSA; Hong Kong; On-site; HKD 900,000 - 1,300,000; Full time

Job summary

CLSA's Equity Derivatives Quant team in Hong Kong is seeking an experienced developer to build index and statistical arbitrage strategies, support Prime Service/SBL/Delta One desks, and enhance in-house platforms. You will work with Python services and a market making app, gaining exposure to Delta One and Prime business.

You will collaborate with traders and quants to deliver analytics, implement algorithms, and improve platform performance while maintaining high-quality code in a fast-paced

Qualifications

• Bachelor's degree or above in computer science, math, physics, engineering or quantitative finance from a top tier university.
• Around 6 years of experiences in quantitative development and equity derivatives trading desk; Delta One/Prime quantitative and/or system development areas are big advantages.
• Solid programming experience, strong in C++ and Python, and familiar with SQL.
• Good teamwork and communication skills, both written and oral.
• Good analytical skills, able to work in a fast-paced environment liaising with demanding stakeholders to understand complex requirements and prioritise work under pressure.
• Self-motivated, self-driven and lifetime learner, and bring positivity and enthusiasm for architectural considerations.

Responsibilities

• Working closely with trading desk to build trading analytics and develop algorithmic trading strategies for index and statistical arbitrage and market making strategies.
• Contribute business analytic and solution for SBL/Synthetic Swap business
• Support and enhance existing business platform processes and related infrastructure
• Attentive to current platform gaps/issues and design solutions to improve accuracy, performance, and maintainability
• Supporting traders in their daily work, resolving issues, collecting requirements and developing tactical tools
• Design and develop new components for the platform and infrastructure extensions and enhancements
• Day-to-day interactions with trading desk, other quants, operations, risk and finance departments, and technology teams

Skills

C++

Python

SQL

Education

Bachelor's degree in CS/Math/Physics/Engineering/Quant Finance

Job description

CLSA's Equity Derivatives Quant team in Hong Kong is seeking an experienced developer to build index and statistical arbitrage strategies, support Prime Service/SBL/Delta One desks, and enhance in-house platforms. You will work with Python services and a market making app, gaining exposure to Delta One and Prime business.

You will collaborate with traders and quants to deliver analytics, implement algorithms, and improve platform performance while maintaining high-quality code in a fast-paced