EQD Developer, India - Mumbai, India - CLSA
Description
Company Summary
Founded in 1986 and headquartered in Hong Kong, CITIC CLSA operates from 13 countries across Asia, Australia, Europe and the United States. As Asia's leading capital markets and investment group, CITIC CLSA provides global investors with insights, liquidity and capital to drive their investment strategies.
Award-winning research, an extensive Asia footprint, direct links to China and highly experienced finance professionals differentiate our innovative products and services in asset management, corporate finance, equity and debt capital markets, securities and wealth management.
As the international platform of CITIC Securities, China's largest investment bank, CITIC CLSA is uniquely positioned to facilitate cross-border capital flows and connect China with the world and the world to China.
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Department Summary
CITIC CLSA's Equity Derivatives (EQD) business offers a unique combination of local expertise and global access. We work closely with clients to create solutions that meet their needs in risk management, yield enhancement, financing, and cross-border market access. Our EQD business has experienced strong growth over the past few years and is today seen as a leading derivatives trading platform.
Corporate Equity Derivatives
Our Corporate Equity Derivatives' business provides bespoke solutions for clients with a concentrated position in public equities, typically driven by financing needs, risk management, strategic investments etc.
Our products are relevant and available across the life cycle of an equity investment. We run different strategies on behalf of our clients offering downside protection to single or baskets of shares or to an index. Structures vary in terms of cost and level of downside protection and upside retention.
Position Description - EQD Developer, India
This position will work closely with EQD Research and trading team to assist in development of tick by tick backtesting research platform and exchange simulation. Requires the incumbent to work with development and support teams to adapt to exchange technical upgrades.
Job Responsibilities
Collaborating with hardware and software developers across divisions to build ultra-low latency trading systems
Developing and optimizing large-scale parallel computation problems that requires large quantities of data shared across resources
Developing systems, interfaces, and tools to historical market data and trading simulations that increase research productivity
Designing and implementing a low latency high-frequency trading platform, which includes collecting quotes and trades from and disseminating orders to exchanges around the world
Optimizing this platform by using network and systems programming, as well as other advanced techniques to minimize latency
Helping build and maintain our automated test and benchmark framework, risk-management, performance-tracking, and other tools
Testing, implementing, and benchmarking different feed handlers (internal and external) on different hardware offerings and settings (e.g. Solarflare, Mellanox NICs, different switches, different compilers and compiler flags, different OS options, etc.)
Skills and Experience
A strong background in data structures, algorithms, and object-oriented programming in C++
Strong template, meta programming, and generic programming knowledge a plus.
Strong understanding of low-latency and real-time system design and implementation
Good understanding of Linux system internals and networking
Deep understanding of CPU architecture and the ability to leverage CPU capabilities
Knowledge of any other development language, including Python, or shell scripts (a plus)
Knowledge of docker and airflow would be plus
Prior work experience in High-frequency trading (HFT) firms will be a plus
Educational / Professional Qualifications
A degree in computer science or a related field
Preferred working knowledge of Options and Option Pricing Models within a High Frequency Trading Environment
Comfortable with new features of C++17 and C++20