{"id":1329145,"url":"https://alion.io/job/citic-clsa-equity-derivatives-quant-equity-derivatives","title":"Equity Derivatives Quant, Equity Derivatives","company":{"id":2026960,"name":"CITIC CLSA","domain":"clsa.com","url":"https://alion.io/company/clsa-com","size_band":"1001-5000","is_staffing_agency":false,"employer_type":"direct","is_intermediary":false,"listed_via":null,"ats_vendor":"Workday","truth_index":{"grade":"A","score":91,"open_postings":232,"ghost_share":0.073,"stale_share":0,"repost_share":0,"time_to_fill_p50_days":121,"computed_at":"2026-10-27T05:46:45Z"}},"role":"Finance","role_family":"Finance","seniority":"senior","employment_type":"full_time","work_mode":"on_site","remote_scope":null,"remote_scope_basis":null,"remote_working_hours":null,"hiring_geo_confidence":"structured","locations":["Pune, India"],"countries":["IN"],"hiring_countries":[],"hiring_countries_total":0,"salary":null,"salary_estimate":null,"experience_years_min":6,"visa_sponsorship":false,"relocation_package":false,"has_equity":false,"technologies":[{"name":"C++","optional":false},{"name":"Python","optional":false}],"status":"live","first_seen_at":"2026-04-13T00:00:00Z","employer_posted_date":"2026-04-13","last_verified_at":"2026-10-27T04:23:11Z","board_verified":true,"closed_at":null,"days_open":197,"trust":{"level":"ok","repost_count":0,"flags":["company_stale"],"days_open":197},"description":"Position Description\nThe CITICS CLSA Equity Derivatives team (EQD) offers its clients a wide range of products and services meeting different needs like risk management, investment return enhancement, financing, and cross-border market access. EQD’s products and services include Prime Services, Derivative Products, Quantitative Investment Strategies (QIS), and Market Making.\nEQD Quants is a team of quantitative analysts who specialize in quantitative finance and technology and work closely with EQD traders, sales and structuring teams. EQD quants design and implement EQDs e-trading infrastructure, market making systems, and trading systems for OTC non-linear, QIS, OTC prime and delta one.\nThis role will be primarily focused on researching and designing market making and trading strategies for EQD in India and other Asia-Pacific markets. The hire will report locally to the head of EQD Quant India and work closely with (a) EQD quants in Hong Kong and London, (b) EQD traders and structurers in Hong Kong, Singapore, Tokyo, London and New York and (c) EQD developers in India and other markets. The position will report to the EQD Quant India head in Mumbai.\nKey Areas of Responsibilities\nThe day-to-day responsibilities of the EQD Quant will include-\nAnalysis of market microstructure data to identify actionable trading signals for equities and derivatives in India and other Asia-Pac markets\n\nAnalysis of order book data to identify actionable trading signals for equities and derivatives in India and other Asia-Pac markets\n\nResearch and development of trading models using real-time and historical trade and quote data for equities and derivatives in India and other Asia-Pac markets\n\nBack-testing of the above strategies\n\nUnderstanding and enhancing EQD’s trading strategies for India and other Asia-Pac markets\n\nWorking with EQD developers and the firm’s technology teams to implement trading strategies and optimizing code\n\nUnderstanding and contributing to EQD’s trading infrastructure\n\nMonitoring live performance of EQD’s trading strategies for continuous enhancement of signal detection and performance robustness\n\nRequirements\nA bachelor’s degree in engineering from a top-tier Indian institute (e.g., the top IITs) and/or a master’s or PhD degree in a quantitative field (Mathematics, Physics, Computer Science, Electrical Engineering, Quantitative Finance, etc.) from a top-tier Indian or foreign university\n\n6+ years of professional industry experience, ideally in research or development of trading strategies\n\nDeep knowledge of options, futures and other equity derivatives, especially in India\n\nDeep knowledge of market microstructure and exchange protocols in India/Asia-Pac markets\n\nAdvanced knowledge of low-latency systems and real-time data processing\n\nExperience in trading or microstructure-based signal research using high-frequency or ultra-high frequency data in India/Asia-Pac markets\n\nStrong programming skills and experience in C++ (17.0 or later), Python or similar languages\n\nSelf-starter with a passion and strong analytical and problem-solving skills\n\nAbility to work in a fast-paced environment and deliver solutions under pressure\n\nExcellent collaboration and communication skills\n\nExperience of trading on the NSE or BSE using low-latency or ultra-low-latency real-time data\n\nExperience of working on FPGAs\n\nAbility to adapt to new technologies and frameworks\n\nStay informed on CITIC CLSA Job Opportunities\nNot the right fit? 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