Associate - Risk Management - Quantitative Investment Management Firm - IIT/ISB/IIM

Associate (Risk Management) -IIT+IIM's/IIT+ISB/B.Tech+ MBA from Premier Global University

About Our Client :

- Our Client is one of the global quantitative investment Management Company (HQ: New Jersey,US). The company builds quant-based alternative investment products which are optimized for risk and return. They have set up their venture in June 2008 and has two products in the market since May 2009- I-Alpha (a market neutral fund focused on producing alpha from Indian markets using arbitrage) and Enhanced Index.

- They are registered as a broker (automated trading) and PMS provider. They have a fully automated trading system that is capable of analysing real time granular market data and produce thousands of trades with very low latency.

- The leadership team is looking for talented, ambitious, self-directed candidates for quantitative trading roles. If you- re eager to make an impact in a niche Quantitative and Algorithmic Automated Trading in USA and other emerging markets and have a proven track record of excellence, we have a unique pioneering opportunity waiting for you! You will be part of a team of very select professionals from the best institutes (IIT/IIM/Ivy League) in creating proprietary innovative products. Based on the quantitative analysis of financial market data you will be expected to research and design innovative investment strategies like Arbitrage, long/short, statistical arbitrage, volatility arbitrage, market-making algorithms etc.

Role and Responsibilities :

Knowledge of :

- Financial Markets and Products (Asset classes, derivatives - Futures, Options, Exotic Products)

- Market and Credit Risk

- Market Risk Measures - Value at Risk (VaR) etc.

- VaR - Methodology

- SQL and at least one programming language.

Responsibilities :

- Value at Risk (VaR) - Calculation/Analysis.

- Other risk measures like Maximum Drawdown, Liquidity Risk.

- Reporting risk numers - VaR, LR etc.

- Suggest and implement improvements/corrections to current model/s.

Good to have :

- Programming skills (Especially C#, R)

- Experience of working with Tableau

- Experience in the financial sector

Education :

- B.Tech (C.S) (Good College)

- MBA in Finance

- Course in Risk Management