Senior Delta One Quant Researcher — Index/ETF Arbitrage

CITIC CLSA; Hong Kong; Vor Ort; HKD 1.200.000 - 1.800.000; Vollzeit

Zusammenfassung

CITIC CLSA is seeking an experienced Quantitative Researcher to develop and enhance systematic trading strategies across Delta One products, including index and ETF arbitrage. You will partner closely with traders and technology teams, generating ideas, back-testing signals, and refining execution logic throughout the research-to-production lifecycle.

The role requires deep understanding of Delta One product lifecycles, strong Python skills, and experience with large-scale datasets.

Qualifikationen

• Master degree or above in a highly quantitative field.
• 7+ years of experience in quantitative research or strategy development.
• 2+ years researching algorithmic trading or systematic delta-one strategies.
• Strong knowledge of Delta One products and market structure (indices, ETFs, futures, baskets).
• Strong Python skills; C++ desirable.

Aufgaben

• Generate and evaluate quantitative trading ideas across Delta One strategies.
• Analyze historical data to identify trading signals and patterns.
• Prototype and back-test systematic strategies with cost and risk considerations.
• Develop models for pricing, signal generation, portfolio construction, and hedging.
• Design experiments to assess strategy robustness and validation.

Kenntnisse

Python

C++

Linux

Ausbildung

Master's degree

Advanced degree preferred

Tools

SQL

DolphinDB

Jobbeschreibung

CITIC CLSA is seeking an experienced Quantitative Researcher to develop and enhance systematic trading strategies across Delta One products, including index and ETF arbitrage. You will partner closely with traders and technology teams, generating ideas, back-testing signals, and refining execution logic throughout the research-to-production lifecycle.

The role requires deep understanding of Delta One product lifecycles, strong Python skills, and experience with large-scale datasets.