E-Trading Analyst - IIT

IIT ONLY

ROLE RESPONSIBILITIES :

- Build and maintain real-time tools to monitor trading key performance metrics (hit rates/ market share etc) for ecommerce

- Building a library of back testing functions for understanding the universe of US Treasury instruments

- Develop data visualization systems to provide the desk with innovative ways of discovering and validating trade ideas

- Research, development and validation of trading and hedging strategies

- Monitor the performance of current pricing algorithms and propose changes to improve hit rates and profitability

- Analyze client flow to control book exposure and hedge efficiently

- Develop and maintain ad hoc sheets/ tools as needed by the desk to monitor risk/ identify trading opportunities

- Propose new measures for risk management that better explain our exposures so they can be hedged better

Technical Skills:

- Undergraduate degree with a Computer Science background

- 2-3 yrs of industry experience. Background in Finance/Fixed Income is preferred but not required.

- Strong functional & Object Oriented programming skills, knowledge of databases

- Expertise in any one of Java/C#/Python is required

- kdb+/q or other array processing languages experience is a plus

- R, matlab, VBA experience is preferred. Web development experience is a plus

- Good understanding of data structures and algorithms

Atleast two of the following skills are desired :

- Algorithms

- Analytical Skills/Problem Solving Skills

- Data mining

- Back-testing

- Machine Learning

- Real-time Systems

- High Frequency Systems

- Functional Programming

- Multi-threaded programming/Concurrent programming

- Rankers in Physics, Math olympiads

If the candidate has experience with kdb (database) or q (language), then it is a huge plus point. Most other criteria can then be waived, if they're willing to pick up skills on the job.