Senior Quant, Equity Derivatives

About Us

CITIC Securities International is a wholly owned subsidiary of CITIC Securities and its overseas business platform. Our award-winning research, extensive footprint in Asia, direct links to China and highly experienced finance professionals set us apart within the industry. As part of CITIC Securities (SSE: 600030, SEHK: 6030), China’s leading investment bank, CITIC Securities International is uniquely positioned to facilitate cross-border capital flows and connect China to the world and the world to China. CITIC Securities International operates from 13 countries across Asia, Australia, Europe and the Americas. We offer comprehensives financial solutions to a large and diverse client base that includes global institutional investors, corporations, governments and high-net-worth individuals.

Position Description

We are seeking a Senior Quant to join our team, focusing on equity derivatives. The successful candidate will play a key role in designing and innovating our equity derivative library, building resilient risk/pricing infrastructure in collaboration with IT, and developing advanced tools for volatility fitting and dividend marking. This position offers a unique opportunity to support daily trading activities, develop trading tools, and collaborate with global teams to drive growth in the EMEA region. The ideal candidate will possess strong technical expertise, a deep understanding of equity derivatives, and a proactive, problem-solving mindset.

Key Areas of Responsibilities

• Designing and innovating an equity derivative library.
• Working with IT to build a resilient risk and pricing infrastructure.
• Building Vol Fitting tools and dividend marking tools.
• Supporting daily trading tasks.
• Building trading tools and assisting sales and trading teams in expanding business across EMEA.
• Working with global quants on global quantitative projects.

Requirements

• Degree holder in Finance, Mathematics, Sciences, Engineering or related discipline(s).
• Good knowledge of Equity Derivatives.
• Coding skills are required.
• Strong work ethic and motivation.
• Ability to think fast and critically, solve various problems arising from trading, risk and operations
• Ability to work under pressure and collaborate in a team.
• Around 5-10 years of direct experience.

CLSA may collect personal data from you for purposes relating to your engagement with the Company, including human resource management and other business and internal / external compliance purposes. Any personal information and /or data collected and held by the Company may be used by the Company or transferred (whether within/ outside the United Kingdom) to any other parties within the Company, subsidiaries and affiliates of the Company, internal or external service providers, or any other relevant parties including governmental or regulatory authorities, for the above purposes.