The group focuses on trading automation of institutional listed flow, primarily focused on risk trading and capital commitment – pricing, quoting, hedging, trade out for single name and portfolio products.
- Knowledge of market microstructure and medium to high frequency strategies preferred
- The role involves analyzing historical data, building mathematical models, and running back-tests and simulations using available internal and external trade (and quote) data. A substantial amount of coding is necessary on a daily basis in order to programmatically analyze, test, and implement strategies.
Qualifications
- Bachelors degree in Computer Science/Math/Statistics/Engineering from IIT with 3-5 years of relevant work-experience.
Skills
- Proficient in one or more scripting languages, and possess C++ experience.
- Strong computer sciences skills.
- Working knowledge of q/KDB a strong plus.
- Strong mathematical background, with experience in fields such as statistics, probability theory, linear algebra
Contact - rakhi@mainstream.in
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