full-time
Associate Director/ Director Quant Researcher, Delta One, Equity Derivatives
CLSA
- Employer
- CLSA
- Location
- Hong Kong
- Working pattern
- on-site
About the role
The researcher will develop and enhance systematic trading strategies across index, statistical, and ETF arbitrage while partnering with traders to optimize execution and risk management. Responsibilities include analyzing market data, prototyping models, and monitoring live strategy performance to ensure robust implementation. Candidates must hold at least a Master's degree in a quantitative discipline and possess over 7 years of experience in quantitative research or strategy development. Proficiency in Python, Linux, and financial database systems is required, along with deep knowledge of Delta One products and market structure.