Quants -  India Role for London Program Trading team - will support London desk  
Academics: IIT

No shifts required - may have to work 10 am to 7pm - to accommodate UK hours  

Skill Sets :

Maths/Statistics: A good theoretical understanding and applied knowledge of multivariate regression algorithms, data filtering/smoothing techniques, and classification algorithms  

MatLab: (Required Skills) MatLab statistics toolbox functions; univariate and multivariate regression; handling of structures, cell arrays. (Preferred Skills) Classification algorithms and markov models in Matlab; work with Matlab compiler  

Excel: Most of the statistic functions in excel and regressions/histograms; important to be very familiar with formatting tables/charts/graphing/pivot tables  

VBA: Familiar with arrays/loops; create functions/modules/userforms/statements/SQL; read/write external files; macros to automate templates and formatted spreadsheets

Daily Activity

Modeling sensitivity of various quantitative factors to economic variables using regression analysis, regime modeling or classification methods

Running backtests of quantitative strategies using statistical significance methods/hypothesis testing

Some of the tasks will involve creating professional slides/graphs from raw results

Please send your resume to harshal.borgaon@theoptimum.net

tag: Investment Banking