Associate Director, EQD Quant, Market Making, Equity Derivatives

CITIC Securities International Company Limited; Hong Kong; On-site; HKD 1,000,000 - 2,000,000; Full time

Job summary

CITIC Securities International Company Limited is seeking an experienced Developer for the Equity Derivatives Quant team in Hong Kong. You will build market making and trading strategies on the in-house platform for ETF, warrants and listed options, using C++/Python with a focus on low-latency systems.

Responsibilities include designing and enhancing market making capabilities, developing front-office trading infrastructure, translating business requirements into technical specs, and ensuring

Qualifications

• 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.

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.

Skills

Self-starter

Analytical thinking

Team collaboration

Communication skills

Passion for coding

Education

Master’s degree or above in Mathematics, Physics, Computer Science, Engineering and Quantitative Finance

Tools

C++ (C++17/20)

Python

Networking

Middleware

Databases

Job description

• Optimize code and improve application performance
• Self-starter with a passion for coding
• Stay up-to-date with the latest technology trends

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