Quant Strategist - Proprietary Treasury

JD for Quant Strategist role

Role : Quant Strategist

Function : Proprietary Treasury

Level : Mid Level

Experience : Relevant Work Exp : 5-7 years. Incl. 4+ years of experience working on a quantitative trading desk

Location : Mumbai or Dubai

Job Description details

Responsibility Include:

- Handle all aspects of the research process including methodology selection, data collection and analysis, testing, prototyping, performance monitoring and back-testing

- Develop high frequency trading strategies for various underlying.

- Strategies spectrum include - Momentum, Trend-following, Mean reversion, Statistical Arbitrage or high frequency/ Market Making

- Design and Implement back-testing tools to evaluate efficacy of developed trading strategies

- Design efficient trading algorithms to bring trade execution efficiency

- Coming up with novel ideas and hypotheses about market participants, structure and dynamics

- Broad exposure to Global Forex (FX), Commodities and Fixed Income Markets

- Direct exposure to the trading book and Pnl ownership

Role requirement :

- 4+ years of experience working on a quantitative trading desk. Prior experience on Algo trading, high frequency or mid-frequency strategies is a must. FX trading experience is a plus

- Strong knowledge on FX OTC Market structure and functioning. Asset Class knowledge on FX and Commodities primarily

- Strong programming skills (C++ & Matlab/ Pythan)

- Aggressive and passionate towards markets and trading

- Strong interpersonal and communication skills