Associate Director/ Director Quant Researcher, Delta One, Equity Derivatives
CITIC Securities International seeks a senior Delta One researcher. The role develops index, ETF and statistical-arbitrage strategies through research, implementation and live evaluation.
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.
- Research pricing dislocations and signals.
- Backtest strategies with impact and capacity constraints.
- Improve hedging and execution models.
What they ask for
Required
- Python
- Delta One products
- Alpha research
- Backtesting
- Execution-cost analysis
- Linux and databases
Preferred
- C++
- Education
- Quantitative master’s degree or higher required.
- Experience
- Seven-plus years of equity quant research, including more than two in Delta One systematic strategies.
- Languages and tools
- Markets
- equities, futures
How to prepare
- Backtest ETF/index arbitrage after costs.
- Measure strategy capacity.
- Compare realised hedging outcomes with models.
What to study
- Statistical Arbitrage
- Portfolio Theory and Quantitative Investment
- Market Microstructure and Execution
The Quantitative Researcher 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.