iAlpha Investments - Quantitative Researcher

We are a Mumbai-based family office focused on equity investments following a fundamental bottoms-up, value investment strategy.

We are in the process of building out a team to focus on a quantitative/statistical investment strategy to supplement our fundamental investing strategy.

Essential Duties :

- Developing mathematical models for systematic quantitative trading strategies

- Doing research and coming up with new trading ideas

- Help in the improvement of back testing framework

- Portfolio optimization on the existing trading strategies

- Enhance the performance of existing strategies

- Manage different aspects of the research process including methodology selection, data collection and analysis, prototyping, back testing and trading simulations

Responsibilities :

 - Make sure the strategies are performing according to the back test

- Explain ability of trading strategies

- Reporting to upper management

Skills :

- Proficiency in Python

- Strong logical & quantitative aptitude

- Demonstrable track record of excellence in your area of specialization

- Have mastered advanced mathematics and statistics

- CFA designation is a plus

- Experience with machine learning and statistical applications optional

- Some experience of automated execution of trades preferred but not required

Education: Bachelors, Masters or Ph.D. degree in Mathematics, Computer Science, Statistics, Financial Engineering