Junior Analyst/Analyst/Team Lead - Quant Trading/Modeling/Development

Junior Analyst/Analyst/Team Lead - Trading/Quant

Responsibilities :

- Work within team to create a systematic trading strategies for Cash Equities

- Create an automated process to measure and produce the Alpha profile of the order flow by implementing the existing model and regularly calibrating it.

- Produce daily, weekly and monthly reports on flow toxicity and aggregate the data using different factors and run customised reports.

- Implement and calibrate the toxicity prediction model using historical order flow data

- Maintain a benchmarking model for Risk Unwind cost calculation

- Create an automated service to measure the Loss Ratio and produce daily and weekly reports to assess the quality of the unwind and compare it to different benchmarks

- Backtest various unwind strategies and optimise the holding period given the Alpha profile of the trade vs the liquidity of stock

- Run quantitative research projects, manage the priorities of the team, delegate tasks to various team members

Skills :

- 1-3 years- experience working with Quant trading/Quant Modeling/Quant Development.

- Strong technical skills with post-grad qualification MS/ MBA in Applied mathematics or statistics or engineering.

- Good computer science knowledge : KDB, Java, C++, Python, Matlab