Market Making Quant

CLSA•New York, NY

About The Position

Supporting the EQD US Market Making business on listed products. This role involves building pricing tools, overseeing daily risk and PnL analysis, and developing trading applications for US products. Additionally, it includes creating transaction analysis tools to optimize business flows, collaborating with global quants on a quant library and global projects, and designing/innovating the equity derivative library. The position also requires working with IT to build a resilient risk/pricing infrastructure, developing Vol Fitting and Dividend marking tools, supporting daily trading applications, and building trading tools to assist Equity Derivative sales teams overseas.

Requirements

Master’s degree or above in Computer Science, Maths, Engineering or related disciplines.
Minimum 6 years of relevant experience in Market Making 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 English.