Execution Quant, Trading
CITIC Securities International’s execution quant researches trading algorithms. The role studies market microstructure, scheduling and placement using trading data and client requirements.
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 execution signals and schedules.
- Analyse order-placement behaviour.
- Improve calibration and backtesting infrastructure.
What they ask for
Required
- Python
- Quantitative analysis
- Data pipelines
- KDB+/q
- Algorithmic-execution knowledge
Preferred
- Three years as a Python quant developer
- Education
- Bachelor’s qualification or higher in a quantitative subject.
- Experience
- Three years of Python quant-development experience is preferred.
- Languages and tools
- Markets
- equities
How to prepare
- Estimate transaction costs from order data.
- Compare execution schedules in simulation.
- Investigate venue and order-placement effects.
What to study
- Market Microstructure and Execution
- Quantitative Research, Data and Backtesting
- Quantitative Data Engineering
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.