
Junior Quant - Equity Derivatives
CLSA Global Markets Pte Ltd, New York, NY, United States
**Key Areas of Responsibilities*** Supporting Equity Derivatives, D1 business for our overseas offices* Building pricing tools and looking after daily risk and PnL analysis* Building transaction analysis tools to optimize the business flows* Working with global quants on quant library and global quant projects* 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 applications* Building trading tools and support the Equity Derivative sales teams overseas**Requirements*** Master’s degree or above in Computer Science, Math, Engineering or related disciplines* Minimum 3 years of relevant experience in Delta 1 business* Extensive knowledge in computer science fundamentals and software development experience in Python (3.9+) with excellent debugging and analytical skills* In-depth understanding of Equity Derivatives* Strong understanding of design patterns, solid principles, and unit testing practices* Experience with SQL, database design, and large datasets* Expertise in engineering platform solutions in Python on large-scale, complex systems* Ability to work in a fast-paced environment and critically, solve various problems arising from trading, risk and operations* Self-motivated, strong attention to detail and a proactive mindset.* Fluent in both spoken and written EnglishSalary Range: $90,000-$125,000 USD**Stay informed on CITIC CLSA Job Opportunities****job alert** to receive our latest job openings that meet your interest.
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