Greenland Investment Management - Quant Researcher - Hedge Fund

Company Profile:

Greenland Investment Management is a Mumbai headquartered global hedge fund manager managing assets in excess of USD 1 billion. We manage one of the 10 largest dedicated commodity hedge funds globally.

We specialize in cross-market arbitrage strategies across commodities and currencies, investing globally across 40+ markets. We employ a purely quantitative approach using our proprietary big-data research systems to systematically create consistent alpha generating strategies.

Our extensive network of globally interconnected and exchange co-located servers along with our low latency trading platforms allow us to algorithmically capture these market inefficiencies across asset classes.

Quantitative Research Analyst:

Job Profile:

Quantitative Research Analysts are part of the core front-office personal working directly with the Founder and CIO to deliver PNL for the firm. The goal is to develop a diversified set of scalable automated trading arbitrage strategies that deliver consistent low-risk alpha.

Quantitative Research Analysts can have an outsized impact as any strategy they develop which is deployed in production has a minimum capacity of at least USD 100 million notional.

Responsibilities:

- Building deep fundamental understanding of arbitrage relationships between securities

- Researching automated arbitrage trading strategies using a range of historical fundamental data, price and volume inputs

- Researching portfolio construction and risk allocation techniques

- Back-testing ideas using historical tick-by-tick data

- Implementing promising strategies into the live market in our low latency environment

- Evaluating strategy performance, making improvements and scaling up successful strategies

- Responsible for the end-to-end PNL and risk management of the strategy

Skills Needed:

An ideal candidate will have the following skillset:

- Top performer with a computer / electrical engineering degree from a top-tier institution

- Strong programming ability in Python

- Strong understanding of SQL databases

- Prior experience in automated trading strategy development with a top HFT firm / hedge fund preferred

- Good understanding of financial markets and statistics

- Hard working with an attention to detail

- Strong communication skills in English and ability to work independently