Posted 3w ago

Associate Director, Execution Consulting Group

@ CITIC CLSA
Mumbai, Maharashtra, India
OnsiteFull Time
Responsibilities:Develop data sourcing infrastructure, Produce transaction cost analysis, Generate thought leadership content
Requirements Summary:Master’s in quantitative field; 4+ years quantitative experience; Python; SQL; q/kdb; finance knowledge; strong communication.
Technical Tools Mentioned:Python, SQL, q/kdb
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Job Description

Position Description

CSI has built a leading algorithmic trading brokerage in APAC. Since 2016, it has pioneered the use of advanced machine learning techniques in its ADAPTIVE trading algorithms. Our trading algorithms are designed and developed in APAC.

The Execution Consulting Team is part of the Equities Algo Strategists Group of CSI. It has a cross-region and cross-channel (Electronic Trading, Portfolio Trading and High Touch) mandate to provide execution consultancy services to equity sales traders and CSI’s clients.

We strive for innovation and a quantitative, data-driven approach to trading. Our culture is collaborative and one where everyone is valued and given the opportunity to make an impact.

The successful candidate will work closely with the Algo Strategists Group’s quants and developers in all our development centres and is likely to develop further an in-depth knowledge of quantitative algorithmic trading.

Key Areas of Responsibilities

  • Develop and maintain the team’s data sourcing, validation and pipelining infrastructure as well as the analytics calculators and the automated reporting and dashboard tools

  • Produce Transaction Cost Analysis of client trading flow and advise clients on how they can optimise their usage of CSI’s trading algorithms

  • Generate thought leadership content on market microstructure and regulatory trends, index events and the evolution of our product

  • Respond to internal and external clients’ data and analysis requests

  • Quantify overall platform performance

Requirements

  • Education: Master’s degree in mathematics, Physics, Computer Science, Engineering or another quantitative subject discipline.

  • Experience: Minimum four years of relevant experience, working hands on with quantitative tools demonstrating data analysis skills; Preferably experience gained in financial markets and equities market microstructure

  • Technical Skills: Strong programming skills in Python; basic knowledge of SQL; ability to code in q/kdb+ would be desirable.

  • Financial Knowledge: Working knowledge of finance and equity trading principles.

  • Analytical Skills: Strong analytical and quantitative skills with a proven ability to work independently.

  • Communication: Excellent command of both spoken and written English.

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