Equity Derivatives Quant, Equity Derivatives
PuneFull-time6–11 yrsPosted over a month ago
Senior finance role at CLSA in Pune. Needs 6+ years and a B.Tech, B.E. or PhD.
About the role
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.
What you'll do
- 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
What you need
- Capital markets
- C++
- Physics
- Python
- Risk management
- Sales