Job Description
As a member of the EQD Quants team at CITICS CLSA Equity Derivatives, your role will involve researching and designing market making and trading strategies for EQD in India and other Asia-Pacific markets. You will collaborate with EQD traders, sales, structuring teams, and developers across various locations to enhance trading infrastructure and strategies. Reporting to the head of EQD Quant India in Mumbai, your responsibilities will include:
- Analyzing market microstructure data to identify actionable trading signals for equities and derivatives in India and other Asia-Pac markets
- Analyzing order book data to identify actionable trading signals for equities and derivatives in India and other Asia-Pac markets
- Researching and developing trading models using real-time and historical trade and quote data for equities and derivatives in India and other Asia-Pac markets
- Back-testing trading strategies
- Enhancing EQDs trading strategies for India and other Asia-Pac markets
- Collaborating with EQD developers and technology teams to implement trading strategies and optimize code
- Contributing to EQDs trading infrastructure
- Monitoring live performance of EQDs trading strategies for continuous enhancement of signal detection and performance robustness
Qualifications Required:
- Bachelors degree in engineering from a top-tier Indian institute (e.g., the top IITs) and/or a masters or PhD degree in a quantitative field (Mathematics, Physics, Computer Science, Electrical Engineering, Quantitative Finance, etc.) from a top-tier Indian or foreign university
- 6+ years of professional industry experience, ideally in research or development of trading strategies
- Deep knowledge of options, futures, and other equity derivatives, especially in India
- Deep knowledge of market microstructure and exchange protocols in India/Asia-Pac markets
- Advanced knowledge of low-latency systems and real-time data processing
- Experience in trading or microstructure-based signal research using high-frequency or ultra-high frequency data in India/Asia-Pac markets
- Strong programming skills and experience in C++ (17.0 or later), Python, or similar languages
- Self-starter with a passion and strong analytical and problem-solving skills
- Ability to work in a fast-paced environment and deliver solutions under pressure
Optional Qualifications:
- Excellent collaboration and communication skills
- Experience of trading on the NSE or BSE using low-latency or ultra-low-latency real-time data
- Experience of working on FPGAs
- Ability to adapt to new technologies and frameworks
If this role aligns with your expertise and career aspirations, you can stay informed on CITIC CLSA job opportunities by creating a job alert to receive the latest job openings. As a member of the EQD Quants team at CITICS CLSA Equity Derivatives, your role will involve researching and designing market making and trading strategies for EQD in India and other Asia-Pacific markets. You will collaborate with EQD traders, sales, structuring teams, and developers across various locations to enhance trading infrastructure and strategies. Reporting to the head of EQD Quant India in Mumbai, your responsibilities will include:
- Analyzing market microstructure data to identify actionable trading signals for equities and derivatives in India and other Asia-Pac markets
- Analyzing order book data to identify actionable trading signals for equities and derivatives in India and other Asia-Pac markets
- Researching and developing trading models using real-time and historical trade and quote data for equities and derivatives in India and other Asia-Pac markets
- Back-testing trading strategies
- Enhancing EQDs trading strategies for India and other Asia-Pac markets
- Collaborating with EQD developers and technology teams to implement trading strategies and optimize code
- Contributing to EQDs trading infrastructure
- Monitoring live performance of EQDs trading strategies for continuous enhancement of signal detection and performance robustness
Qualifications Required:
- Bachelors degree in engineering from a top-tier Indian institute (e.g., the top IITs) and/or a masters or PhD degree in a quantitative field (Mathematics, Physics, Computer Science, Electrical Engineering, Quantitative Finance, etc.) from a top-tier Indian or foreign university
- 6+ years of professional industry experience, ideally in research or development of trading strategies
- Deep knowledge of options, futures, and other equity derivatives, especially in India
- Deep knowledge of market microstructure and exchange protocols in India/Asia-Pac markets
- Advanced knowledge of low-latency systems and real-time data processing
- Experience in trading or microstructure-based signal research using high-frequency or ultra-high frequency data in India/Asia-Pac markets
- Strong programming skills and experience in C++ (17.0 or later), Python, or similar languages
- Self-starter with a passion an
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