Execution Consultant, Trading

CLSA; Hong Kong; Presencial; HKD 700.000 - 1.100.000; Jornada completa

Descripción de la vacante

CSI's Execution Consulting Team in APAC is seeking a quantitative analyst to support transaction cost analytics and client optimisation of trading algorithms.

You will work with quants and developers across development centres to deepen knowledge of quantitative algorithmic trading and deliver data-driven insights to clients and senior stakeholders.

Formación

• Master’s degree in Mathematics, Physics, Computer Science, Engineering or another quantitative subject.
• Minimum two years of relevant experience demonstrating data analysis skills and quantitative tools.
• Experience in financial markets and equities market microstructure preferred.
• Strong problem-solving and analytical skills.
• Excellent communication and interpersonal skills.
• Good command in English and Mandarin.
• Collaborative team player open to new ideas.

Responsabilidades

• Produce Transaction Cost Analysis of client trading flow and advise clients on optimising usage of CSI’s trading algorithms.
• Generate thought leadership content on market microstructure, regulatory trends, index events, and evolution of CSI’s product suite.
• Respond to internal and external client data and analysis requests in a timely and accurate manner.
• Quantify overall platform performance through analytics and KPI tracking.
• Develop and maintain data sourcing, validation and pipelining infrastructure, analytics calculators, automated reporting, and dashboards.
• Collaborate with product and technology teams to identify, test, and implement enhancements to trading algorithm features and execution performance.
• Present analytical findings, performance reviews, and optimisation strategies to senior stakeholders and clients with clear data narratives and visuals.
• Monitor market developments and client trading behaviour to identify trading opportunities, performance risks, and strategic improvements.

Conocimientos

English

Mandarin

Data analysis

Quantitative methods

Problem solving

Educación

Master’s degree in Mathematics, Physics, Computer Science, Engineering or related quantitative field

Herramientas

Python

q/kdb+

Descripción del empleo

CSI has built a leading algorithmic trading brokerage in APAC. Since 2016, it has pioneered the use of advanced machine learning techniques in its ADAPTIVE trading algorithms. Our trading algorithms are designed and developed in APAC.

The Execution Consulting Team is part of the Equities Algo Strategists Group of CSI. It has a cross-region and cross-channel (Electronic Trading, Portfolio Trading and High Touch) mandate to provide execution consultancy services to equity sales traders and CSI’s clients.

We strive for innovation and a quantitative, data-driven approach to trading.

Our culture is collaborative and one where everyone is valued and given the opportunity to make an impact. The successful candidate will work closely with the Algo Strategists Group’s quants and developers in all our development centres and is likely to develop further an in-depth knowledge of quantitative algorithmic trading.

Key Areas of Responsibilities

• Produce Transaction Cost Analysis of client trading flow and advise clients on optimising their usage of CSI’s trading algorithms.
• Generate thought leadership content on market microstructure, regulatory trends, index events, and the evolution of CSI’s product suite.
• Respond to internal and external client data and analysis requests in a timely and accurate manner.
• Quantify overall platform performance through comprehensive analytics and KPI tracking.
• Develop and maintain the team’s data sourcing, validation and pipelining infrastructure, analytics calculators, automated reporting, and dashboard tools.
• Collaborate closely with product and technology teams to identify, test, and implement enhancements to trading algorithm features and overall execution performance.
• Present analytical findings, performance reviews, and optimisation strategies to senior stakeholders and clients, using clear data driven narratives and visualisations.
• Monitor market developments and client trading behaviour to proactively identify trading opportunities, performance risks, and strategic improvements.

Requirements

• Master’s degree in Mathematics, Physics, Computer Science, Engineering or another quantitative subject
• Minimum two years of relevant experience, working hands on with quantitative tools demonstrating data analysis skills; Preferably experience gained in financial markets and equities market microstructure
• Strong problem-solving and analytical skills
• Proficient in Python and programming skills
• Ability to code in q/kdb+ would be desirable
• Excellent communication and interpersonal skills
• Good command in English and Mandarin
• Collaborative team player who is open to new ideas