Position Description
The Execution Consulting Team is part of the Equities Algo Strats Team of CITICS CLSA. It has a cross-region and cross-channel (Electronic Trading, Portfolio Trading and High Touch) mandate to provide execution consultancy services to equity sales traders and CLSA’s clients. Working closely with the Algo Strats team’s quants and developers
We strive for innovation and a quantitative, data-driven approach to trading.
Our culture is collaborative and one where everyone is valued and given the opportunity to make an impact.
Key Areas of Responsibilities
Produce Transaction Cost Analysis of client trading flow and advise clients on how they can optimise their usage of CITICS CLSA’s trading algorithms
Generate thought leadership content on market microstructure and regulatory trends, index events and the evolution of our product
Respond to internal and external clients’ data and analysis requests
Quantify overall platform performance
Develop and maintain the team’s data sourcing, validation and pipelining infrastructure as well as the analytics calculators and the automated reporting and dashboard tools
Sourcing, processing and aggregating tick data, order data, and execution data from ECG’s various sources (Bloomberg, Reuters, OneTick, internal databases, vendors, etc.)
Managing large datasets (currently organized as flat files and data objects)
Data processing and data mining to drive publications and execution analysis for clients
Building, organizing, maintaining, and enhancing the group’s infrastructure in R
Producing graphics and interactive exhibits using ggplot and Quarto in R
Generating periodic and ad-hoc publications for CLSA’s sales traders and clients
Providing consultancy services to ECG’s internal and external clients
Actively contributing to ECG’s brand and the group’s publications on market microstructure, index events, and optimal execution
Requirements
Degree in Mathematics, Physics, Computer Science, Engineering or another quantitative subject
Strong and demonstrated data analysis skills
Strong programming skills and proficiency in Python / R.
Strong problem-solving and analytical skills
Strong English written and verbal communication skills
Strong team player and open to new ideas
3+ years' experience of financial markets and equities market microstructure
Ability to code in q/kdb+
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Top Skills
What We Do
CITIC CLSA is a wholly-owned subsidiary of CITIC Securities and its overseas business platform.
Established in Hong Kong in 1986, CITIC CLSA is Asia’s leading capital markets and investment group, committed to driving the growth strategies of global institutional investors, corporations, governments and high-net-worth individuals.
CITIC CLSA’s award-winning research, extensive Asia network, direct links to China and highly experienced financial professionals set CITIC CLSA apart from global investment banks and regional players.
Over three decades, CITIC CLSA has built an extensive Asia network with deep local knowledge and connections. Globally, we operate from 13 countries across Asia, Australia, Europe and the Americas. For further information, please visit clsa.com
