Execution Consultant, Trading
Analyse execution quality for CITIC’s APAC algorithmic equity business. The role uses market data and TCA to advise clients and improve trading algorithms.
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.
- Calculate transaction costs and assess algorithm usage.
- Build validated data pipelines and execution dashboards.
- Test algorithm enhancements and explain results to stakeholders.
What they ask for
Required
- Quantitative data analysis
- Python
- Communication of analytical findings
- English and Mandarin
Preferred
- KDB+/q
- Equity market microstructure
- Education
- Master’s in mathematics, physics, computing, engineering or another quantitative subject.
- Experience
- At least 2 years of relevant hands-on quantitative work.
- Languages and tools
- Markets
- equities
How to prepare
- Benchmark executions against arrival price and volume-based measures.
- Study an order-book event and its effect on execution costs.
- Build a data-quality pipeline for trading analysis.
What to study
- Market Microstructure and Execution
- Quantitative Data Engineering
- Quantitative Research, Data and Backtesting
The HFT 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.