Senior Delta One Quant Researcher | Index & ETF Arbitrage

CITIC Securities International Company Limited; Hong Kong; On-site; HKD 1,200,000 - 2,000,000; Full time

Job summary

CITIC Securities International Company Limited is seeking an experienced Quantitative Researcher to develop and enhance Delta One trading strategies across index arbitrage, statistical arbitrage and ETF arbitrage. You will collaborate with traders and technology teams through the research-to-production lifecycle, from idea generation to risk management.

The role requires deep knowledge of Delta One products, strong Python and C++ skills, and a track record of back-testing and strategy evaluation

Qualifications

• Master's degree or above in a highly quantitative field is preferred.
• 7+ years of experience in quantitative research or strategy development for cash equities or equity derivatives.
• Experience researching algorithmic trading, arbitrage, market-making, or systematic Delta One strategies is required.
• Strong knowledge of Delta One products, indices, ETFs, futures, and hedging relationships.

Responsibilities

• Collaborate with traders to generate and evaluate quantitative trading ideas across Delta One strategies.
• Analyze historical market data to identify trading signals and market patterns.
• Prototype and back-test systematic strategies, assessing costs, liquidity, and capacity.
• Develop models for pricing, signal generation, portfolio construction, execution, and hedging.
• Design validation frameworks including out-of-sample testing and scenario analysis.
• Translate research into actionable production-ready strategies.
• Monitor live strategy performance and investigate deviations from expectations.
• Develop tools for real-time strategy monitoring, risk analysis, and post-trade attribution.
• Collaborate with traders, quant developers, and tech teams to optimize processes.
• Maintain documentation on methodologies, assumptions, and production changes.
• Provide quantitative support to the trading desk for time-sensitive issues.

Skills

Quantitative research

Data analysis

Python programming

Communication skills

Teamwork

Problem solving

Self-motivated

Education

Master's degree or above

Quantitative discipline

Tools

Python

C++

Linux

SQL

DolphinDB

Time-series databases

Job description

CITIC Securities International Company Limited is seeking an experienced Quantitative Researcher to develop and enhance Delta One trading strategies across index arbitrage, statistical arbitrage and ETF arbitrage. You will collaborate with traders and technology teams through the research-to-production lifecycle, from idea generation to risk management.

The role requires deep knowledge of Delta One products, strong Python and C++ skills, and a track record of back-testing and strategy evaluation