Sr Analyst - Algorithm Execution - Inv Bank

Leading Investment Bank – Mumbai - Algorithm execution

About the client: A Leading investment Bank

Location: Mumbai

Experience: 2-4 years

Qualification: Masters or PhD in Physics, Math or Engineering / IIM

Designation: Senior Analyst / Associate

Job Description:

- Work closely with algorithm product team to build quantitative models across our algo execution suite of products.

- Development, quantitative enhancements and back testing of execution algorithmic trading models.

- Market Microstructure Research with huge volume of high frequency tick by tick data.

- Transaction Cost Analysis – Monitoring & measuring performance of algorithms (Post Trade Analysis)

- Work with sales teams to run ad hoc analysis of client executions

Programming skills: KDB, MatLab, c++