Head - eFX Quant - BFSI

As a Quant Strategist, your key responsibilities will include:

Key Deliverables

- Working on research related to pricing, hedging, research activity including market liquidity, microstructure analysis, client analysis, TCA for eFX desk.

- Backtesting existing models and strategies for improvements; come up with alternate mathematical solutions to problems under consideration.

- Participate in various analytical requests from global trading teams.

- Working with a global quant team to ensure model changes are in line with analytics library design and framework

- Deliver codes that meet functional requirements by developing functions against agreed specifications and timescales and adhering to stipulated development standards.

The Skills you'll need:

Essential Experience: (Must have)

In order to be successful in this role, you must have the following skills & experience:

- 6+ years Quant Analyst experience with Tier 1/2 Investment Banking or in Machine Learning space

- Strong mathematical background, with good knowledge in any two of the following disciplines - probability, quantitative finance, numerical methods, multivariate statistics, econometrics, optimization, time series analysis, Machine learning

- Excellent Problem solving and analysis skills.

- Strong programming and computer science skills.

- Strong Python programming

- Excellent Problem solving and analysis skills and Eagerness to learn

Supplementary Experience: (Good to have)

- Good understanding of investment banking in any asset classes (e.g. FX, Rates, Credit, Equities, and Commodities).

- Prior experience of the tick database (KDB) and its functional programming language (q)