Associate Director, Delta One Trading, Equity Derivatives
Develop trading ideas and tools within CITIC’s delta-one equity business. The role combines execution and hedging with Python analytics, strategy backtests and system improvements.
What you’d work on
Our reading of the posting: what a new hire in this role would most likely spend their first months on.
- Execute and hedge delta-one positions.
- Build tools that improve pricing and trading decisions.
- Research trade ideas and backtest strategies with senior traders.
What they ask for
Required
- Python
- Quantitative analytical skills
- Trading-desk collaboration
- Independent problem solving
Preferred
- Tracking optimisation or multi-factor risk models
- PhD
- Education
- Master’s or higher in computing, mathematics, physics, engineering or quantitative finance.
- Experience
- At least 5–8 years of relevant experience.
- Languages and tools
- Markets
- equities
How to prepare
- Backtest a delta-one strategy with realistic costs.
- Build a factor exposure and hedge report.
- Implement validated pricing-data checks for a trading tool.
What to study
- Statistical Arbitrage
- Market Microstructure and Execution
- Portfolio Theory and Quantitative Investment
The Portfolio and Factor Quant roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
Read the full posting on CITIC Securities International Company Limited’s site before applying: requirements, location and pay can change after we check them.
View the posting on CITIC Securities International Company Limited’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with CITIC Securities International Company Limited and doesn’t handle applications.