Delta One Trader (Market Making)(J19352)

• The role sits in the HK Delta One market making desk, with the key responsibility being:.
• 该职位位于香港Delta One市场做市交易组，主要职责包括：

• Conduct alpha research focused on intraday and short-term systematic opportunities derived from order book signals, cross-asset signals, and real-time events.

专注于日内及短期的系统性机会进行阿尔法研究，研究来源包括订单簿信号、跨资产信号以及实时事件

• Continuously iterate on existing alpha and execution strategies in response to changing market regimes.

根据市场环境变化持续迭代现有阿尔法与执行策略

• Develop, backtest and productionize new statistical arbitrage and market-making signals

开发、回测并落地新的统计套利与市场做市信号

• Perform rigorous pre- and post-trade transaction cost analysis

执行严格的交易前后交易成本分析

• Partner with quant researchers, data engineers, and infrastructure teams to productionize new signals and improve the trading stack

量化研究员、数据工程师及基础设施团队协作，推动新信号落地并优化交易系统架构

• Upright, humble, diligent with high moral values

诚信正直、低调谦逊、艰苦奋斗，具备良好的道德品质

• 2-3 years of quantitative research/trading experience.

具备2-3年量化研究或交易经验

• Strong programming experience in Python along with common packages and/or C++/Rust for performance-critical code.

熟练掌握Python及常用工具包，并能够运用C++/Rust编写代码

• Deep understanding of market microstructure

深入理解市场微观结构

• Expertise in statistical arbitrage, execution algorithms, and transaction cost modelling.

精通统计套利、执行算法及交易成本建模

• Practical experience in working with intraday data

具有处理日内数据的实际经验

• Bachelor’s/Master’s/PhD in Computer Science, Mathematics, Physics, or related field

拥有计算机科学、数学、物理或相关领域的学士/硕士/博士学位

Disclaimer

CICC is committed to fostering an environment of equity and diversity. We recognize the importance of fair treatment in all aspects of our business, from recruitment and hiring to professional development and advancement.

CICC aims to build an inclusive workplace that values the diverse backgrounds, ideas, and cultures of our employees. We strive to create an environment where every employee feels heard, supported, and empowered to contribute to the company's growth and success. By leveraging our collective strengths, we aim to drive innovation and achieve excellence in the industry.

It is CICC’s responsibility to provide equal employment opportunities to all prospective employees, regardless of race, ethnicity, gender, age, disability, or any other characteristics protected by law.

The preceding job description has been designed to indicate the general nature and level of the work to be performed by employees within this classification. It is not intended to contain or be interpreted as a comprehensive inventory of all duties, responsibilities and qualifications required of employees assigned to this job.