Senior Quant, Equity Derivatives - CITIC CLSA
3 days ago
London
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 equity derivative library., • Working with IT to build a resilient risk/pricing infrastructure., • Building Vol Fitting tools and Dividend marking tools., • Supporting daily trading tasks., • Building trading tools and helping sales & trading expand business in EMEA., • Working with global quants on global quant projects., • Developing and validating advanced pricing and risk models for complex derivatives and structured products., • Mentoring junior quant team members and contributing to quantitative research and methodology development. Requirements • Degree holder in Finance, Mathematics, Sciences, Engineering or related discipline(s)., • Good knowledge for 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., • Excellent command of English – verbal and written.