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Founder & Director at hCapital Executive Search
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Senior Quantitative Research Analyst - BFSI - IIM/IIT/NIT (4-8 yrs)
Role : Senior Quantitative Research Analyst
Experience : 4 - 8 years
Location : Mumbai
About the Company :
The Company develops quantitative tools for a wide spectrum of quantitative strategies for global capital markets. It supports multiple strategies and asset classes globally. The work environment is challenging and requires employees to demonstrate a broad variety of mathematical and technical skills. It offers candidates unprecedented exposure to a wide variety of strategies and asset classes. The learning curve is steep and will challenge the best talents to deliver on their responsibilities.
Job Responsibilities :
The role involved various responsibilities at different times, including :
- Formulating, developing, simulating and testing automated trading strategies (particularly, for market-making)
- Develop algorithmic models in high frequency and mid to low frequency using analysis of tick by tick data or other time frames
- Development of algo trading strategies based on econometric models, statistics and time series analysis
- Development of algo models to trade the correlation dispersion between the index and its constituents
- Development of event arbitrage models between two options across different calendars or between two different stock options
- Developing, implementing and maintaining interactive analytics tools to help strategists and traders make business decisions
- Updating and maintaining databases (of trades and others) to support the analytics tools
- Building and updating ad hoc code libraries and utilities
Requirements :
- 4+ years of experience post IIT / Top Global Schools
- Q (kdb+), R, Scala, MATLAB, Microsoft Office (Excel, PowerPoint, Word)
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