Senior Quant, Equity Derivatives

Overview

CLSA City Of London, United Kingdom. CITIC Securities International is a wholly owned subsidiary of CITIC Securities. We offer comprehensive financial solutions to a large and diverse client base across Asia, Europe and the Americas.

Position:
Senior Quant – Equity Derivatives

We are seeking a Senior Quant to join our team, focusing on equity derivatives. The successful candidate will design and innovate our equity derivative library, build a resilient risk/pricing infrastructure in collaboration with IT, and develop advanced tools for volatility fitting and dividend marking. This role supports daily trading activities, develops trading tools, and collaborates with global teams to drive growth in the EMEA region.

The ideal candidate possesses strong technical expertise, a deep understanding of equity derivatives, and a proactive, problem-solving mindset.

• Designing and innovating the equity derivative library
• Collaborating with IT to build a resilient risk/pricing infrastructure
• Building volatility-fitting tools and dividend-marking tools
• Supporting daily trading tasks
• Building trading tools and assisting sales & trading to expand business in EMEA
• Working with global quants on global quant projects
• Improving the current pricing library and adding more pricing products and models
• Maintaining and enhancing the RFQ platform

• Bachelor’s degree or higher in Finance, Mathematics, Sciences, Engineering or related discipline(s)
• Minimum 6 years of direct and relevant experience
• Extensive knowledge of Equity Derivatives
• Coding skills are required
• Strong motivation and problem-solving skills
• Strong interpersonal and organizational skills
• Able to work independently with attention to detail and a proactive mindset
• Fluent in spoken and written English

Employment type:

Full-time
Seniority level:
Mid-Senior level