Principal Consultant at Vitasta Consulting Pvt. Ltd.
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Manager/Sr Manager - Quantitative Research & Modeling (5-7 yrs)
Job Purpose :
- Improve market Micro-Structure
- Design and develop new products and instruments
- Provide knowledge and training [internal and external]
- Bring in advanced technology and system
- Provide quantitative research and modeling
Key Accountabilities :
- Quantitative modeling and research. This would include time series modeling, scenario analysis, and model back testing. The projects are data intensive and would require knowledge of some statistical package.
- Work on new product development. This involves working on structured products and indices and options.
- Understand the trading mechanisms and market micro structure. Work on conceptualization of technology enhancements required for improving the trading platform.
- Communicate with market participants and understand the trading from the perspective of speculators and hedgers and suggest mechanisms for liquidity boosting. One of the responsibilities would be, continuous monitoring of liquidity situation in various contracts.
- Draw actionable conclusions from data analysis and draft reports for implementation of projects. Draft letters and reports for communicating with the regulator.
- Graduate degree in Finance/ Economics
Skills and Knowledge :
- Understanding of principles of finance, economics, derivatives pricing and designing
- Understanding of Exchange's business, economic role and operations
- High level of analytical and quantitative skills
- Ability to do extensive research
- Computer literacy, with skills in Excel and knowledge of writing VBA codes or use of some other statistical package
- Strong analytical skills and problem solving ability
- Comfortable working with numbers, with good attention to details
- Team player
- Strong written communication skills.
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