The CITICS CLSA Equity Derivatives team (EQD) offers its clients a wide range of products and services meeting different needs like risk management, investment return enhancement, financing, and cross-border market access. EQD’s products and services include Prime Services, Derivative Products, Quantitative Investment Strategies (QIS), and Market Making.
EQD Quants is a team of quantitative analysts who specialize in quantitative finance and technology and work closely with EQD traders, sales and structuring teams. EQD quants design and implement EQDs e-trading infrastructure, market making systems, and trading systems for OTC non-linear, QIS, OTC prime and delta one.
This role will be primarily focused on researching and designing market making and trading strategies for EQD in India and other Asia-Pacific markets. The hire will report locally to the head of EQD Quant India and work closely with (a) EQD quants in Hong Kong and London, (b) EQD traders and structurers in Hong Kong, Singapore, Tokyo, London and Current York and (c) EQD developers in India and other markets.
The position will report to the EQD Quant India head in Mumbai.
Key Areas of Responsibilities
The day-to-day responsibilities of the EQD Quant will include—
- Analysis of market microstructure data to identify actionable trading signals for equities and derivatives in India and other Asia-Pac markets
- Analysis of order book data to identify actionable trading signals for equities and derivatives in India and other Asia-Pac markets
- Research and development of trading models using real-time and historical trade and quote data for equities and derivatives in India and other Asia-Pac markets
- Back-testing of the above strategies
- Understanding and enhancing EQD’s trading strategies for India and other Asia-Pac markets
- Working with EQD developers and the firm’s technology teams to implement trading strategies and optimizing code
- Understanding and contributing to EQD’s tradin