Associate - Strategy & Algorithm

ABOUT CLIENT :

Client is focused on finding and exploiting attractive investment opportunities. Such opportunities form the basis for a number of funds and other investment vehicles, and for the firm's management of assets on behalf of institutional clients. The firm's investment activities primarily based on quantitative strategies based on mathematical and computational models. Quantitative techniques and high frequency trading are used to identify underpriced and overpriced securities, to manage various forms of portfolio risk, and to reduce the cost of transacting in various financial instruments.

Position Title: Associate (Strategy & Algorithm)

Work Experience: 3-6 years

Responsibilities :

- Design and implement mathematical models for fundamental valuation of securities. The person will need to understand latest research in quantitative finance and implement the same.

- Design, back-testing and implementation of high-frequency trading strategies on international exchanges. Work as part of the market-making team to determine the signals and trading strategies to go live with.

- Conduct performance attribution of live portfolios.

Required Skills :

- Strong candidates should have 3-6 years of work experience and successful track record in quantitative analysis preferably in the capital markets domain.

- Post-Graduate degree in statistics, finance, mathematics, engineering (Computer Science preferred) or other quantitative or computational disciplines

- Experience in using some or all of the following packages: R, MATLAB, SPSS, CART, C# .Net

- Good written and oral communication skills.

- Strong experience working both independently and in a team-oriented collaborative environment.

- Entrepreneurial, self-motivated individual - high energy, high activity levels - passion for working with an innovative, small but rapidly growing company.