CITIC CLSA

Asia-focused capital markets and investment group

Execution Quant - Trading

Quantitative Trading / Algorithm DevelopmentConfirmed live in the last 24 hours

Full-timeHong KongNo salary listedIn-person

About the Job

Requirements

A bachelor's degree or above in Mathematics, Physics, Engineering, Computer Science, or quantitative studies.
At least 3 years of experience as a Python Quant Developer is preferred.
Strong programming skills, at minimum in Python, and a demonstrated interest in computer science.
Strong data pipelining and analysis skills.
Ability to code in q/kdb+.
Development experience in C# or another object-oriented programming language.
Experience applying statistical and machine learning techniques to real-life problems.
Experience in algorithmic execution.

Responsibilities

Contribute to developing and enhancing the electronic trading product throughout the entire development cycle.
Conduct advanced research into trading signals, optimal scheduling, and order placement strategies.
Research market microstructure and perform custom execution research tailored to client needs.
Provide quantitative advisory services to support client trading strategies.
Align the strategic direction of algorithmic products with overall business goals and client expectations.
Optimize algorithm wheel configurations to improve trading efficiency.
Mine trading exhaust data to identify insights and enhance trading algorithms.
Collaborate with cross-functional teams to implement research findings and improve trading performance.

Desired Qualifications

Strong problem-solving and analytical skills.
Strong communication and interpersonal skills.
Be a strong team player, open to new ideas, and attentive to detail under pressure.
Be self-motivated, keen to learn, and accountable with a strong sense of ownership.

Position Description

The Algorithmic Trading team is looking for an Execution Quant to join our Hong Kong development centre.

Our trading platform is purely developed in-house; the successful candidate will work closely with the Electronic Execution desk, Equity Traders and our global team of Quants and Technologists to deliver high quality, cutting-edge quantitative execution solutions for our clients.

The ideal candidate is passionate about technology. The successful candidate will drive the improvement of our data, quant research, model calibration and backtesting infrastructure as well as carry out custom client-driven execution research, provide quantitative advisory services to our clients, research market microstructure and trading models and help implement them.

The successful candidate is likely to gain further exposure to cutting-edge technologies as well as in-depth knowledge of quantitative algorithmic trading.

Key Areas of Responsibilities

Contribute to the development and enhancement of the electronic trading product throughout the entire development cycle.
Conduct advanced research into trading signals, optimal scheduling, and order placement strategies.
Research market microstructure and perform custom execution research tailored to client needs.
Provide quantitative advisory services to support client trading strategies.
Align the strategic direction of algorithmic products with overall business goals and client expectations.
Optimize algorithm wheel configurations to improve trading efficiency.
Data mine trading exhaust to identify insights and enhance trading algorithms.
Collaborate with cross-functional teams to implement research findings and improve trading performance

Requirements

Bachelor Degree or above in Mathematics, Physics, Engineering, Computer Science or any quantitative studies
Min. 3 years’ experience as Python Quant Developer preferred
Strong programming skills, at the minimum in Python, and a proven interest in computer science
Strong problem-solving and analytical skills
Strong data pipelining and analysis skills
Strong communication and interpersonal skills
Strong team player and open to new ideas with ability to pay attention to details even under pressure
Self-motivated, keen learner and strong sense of ownership and accountability
Ability to code in q/kdb+
Development experience in C# or other object oriented programming languages
Experience in applying statistical and machine learning techniques to real-life problems
Experience in algorithmic execution

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About the Company

CITIC CLSA

Asia-focused capital markets and investment group

CITIC CLSA provides capital markets and investment services in Asia and beyond, supporting global institutional investors, corporations, governments, and high-net-worth individuals. The company uses its award-winning research, extensive Asia network, and direct links to China to help clients access and invest in Asian markets. Its team operates across 13 countries in Asia, Australia, Europe, and the Americas, combining local knowledge with international reach. This mix helps clients execute deals, conduct in-depth market analysis, and grow their investment portfolios through China and Asia-focused opportunities. What sets CITIC CLSA apart is its deep regional network and China connections, which contrast with broader global banks and smaller regional firms. The goal is to enable clients to grow by leveraging Asia’s markets and China’s opportunities through expert advisory, research, and execution across the globe.

Company size: 1,001-5,000
Company stage: Not listed
Total funding: $834.9M
Headquarters: Central and Western District, Hong Kong
Founded: 1986

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