Job Description  - Develop and build various Index products using mathematical models  - Research and development of automated trading models using linear and non-linear techniques for filtering and forecasting of time-series, optimal control models, regression based techniques for pattern recognition. Translation of complex models into numerically efficient code and front end development of trading and back-testing tool  - Launch new index products / solutions leveraging high end quantitative and data mining concepts  - Develop potential quantitative research trading strategies, analyze and back test strategies  - Handling the compliance/Legal aspects of the index  - Managing ongoing Index reviews and back-testing investment strategies to enhance index methodologies  - Model risks linked to all asset classes (correlations, distribution of movements, extreme movements)  - Model risks embedded in derivative products (sensitivity to market prices, volatility surfaces, pricing of new products)  - Help develop trading systems and investment strategies, based on systematic rules. These strategies may be based on economic data, or on market data only  - Marketing the index to clients and internal sales  - Interface with key asset owner and asset manager clients globally to present investment solutions  - Should have Knowledge of stochastic pricing models for interest rates and FX derivatives.  Educational Requirements:  - Must be Engineers / Maths/ Computer science grads with fair quant knowledge and investment background  - Expert in data-analysis, multivariate statistics, pattern-recognition, econometrics, optimization and modeling  - Programming Languages - C++, C#, MATLAB, VBA, and SQL.  - A Master Degree in Financial Analysis, such as MBA, CFA, CA, CPA, M.Com, FRM, would be a plus point  For more details, please contact:  Nina Joy 080 39281680

Bangalore

Quant Strategist 

Quant Strategist  ,Job Description for Quant Strategist  in Pylon Management Consulting in  Bangalore for (4-10) years of experience. Apply Now!

Job Description for Quant Strategist  in Pylon Management Consulting in  Bangalore for (4-10) years of experience. Apply Now!