Associate, Execution Consulting Group, Trading

As a member of the Execution Consulting Team at CITICS CLSA, you will be a part of the Equities Algo Strats Team with a mandate to provide execution consultancy services to equity sales traders and clients across regions and channels such as Electronic Trading, Portfolio Trading, and High Touch. You will work closely with the Algo Strats team's quants and developers, aiming for innovation and a quantitative, data-driven approach to trading. Our collaborative culture values every team member, providing opportunities to make a significant impact. Key Responsibilities: - Produce Transaction Cost Analysis of client trading flow and offer optimization advice on the usage of CITICS CLSA's trading algorithms. - Generate thought leadership content on market microstructure, regulatory trends, index events, and product evolution. - Respond to internal and external clients" data and analysis requests. - Quantify overall platform performance. - Develop and maintain the team's data sourcing, validation, and pipelining infrastructure, analytics calculators, automated reporting, and dashboard tools. - Source, process, and aggregate tick data, order data, and execution data from various sources like Bloomberg, Reuters, OneTick, internal databases, vendors, etc. - Manage large datasets, perform data processing, and data mining for publications and execution analysis. - Build, organize, maintain, and enhance the group's infrastructure in R. - Create graphics and interactive exhibits using ggplot and Quarto in R. - Generate periodic and ad-hoc publications for sales traders and clients. - Provide consultancy services to internal and external clients. - Contribute actively to the group's brand and publications on market microstructure, index events, and optimal execution. Qualifications Required: - Degree in Mathematics, Physics, Computer Science, Engineering, or another quantitative subject. - Strong and demonstrated data analysis skills. - Proficiency in Python/R programming. - Strong problem-solving and analytical skills. - Excellent English written and verbal communication skills. - Strong team player with openness to new ideas. - 3+ years" experience in financial markets and equities market microstructure. - Ability to code in q/kdb+.,