Recruitment at Black Turtle
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Associate/Strategist - Quantitative Trading - BFSI - IIM/MDI/ISB/FMS (5-10 yrs)
Associate _ Quantitative Trading Strategist role_ Tier 1 (5-10 yrs)
- Develop and manage quantitative analytics to identify the market dislocations and trading opportunities in FX and Rates markets.
- The individual will work very closely with traders across various markets to build a wide spectrum of tools.
- Systematically analyse all patterns driven by flows in the FX and Rates markets
- Develop analytics to assist in smarter risk management of the trading books
- Lay out a formal architecture around which a lot of the tools can be built
- Over time, we see this role growing into one where the individual can guide programmers / analysts to contribute to and deepen the platform.
- Strong knowledge of FX, Forwards, Bonds, Interest Rates Swaps, and Vol
- Experience in implementing tools which identify Market dislocations
- Familiar with models like PCA, MultiVariate Regression, ZScores, Forward Vol
- Experienced with Historical back-testing methodology
- Strong programming skills [C++ / Python etc]. Should be able to quickly build on the firms existing libraries and deliver analysis.
- A strong passion for quantitative trading strategies
- Strong leadership skills
- Strong communication skills.
- Ability to work effectively as part of the team
- Strong work ethics
- Ability to multitask and thrive in a fast-paced environment.