Manager - Strategy & Algorithms - BFSI - IIM/MDI/ISB/FMS (5-12 yrs)
Only B.Tech/M.Tech(Computer Science) from IIT & MBA from IIMs/ISB/XLRI/Global Institites
- Design and implement mathematical models for fundamental valuation of securities. The person will need to understand latest research in quantitative finance and implement the same for HFT.
- Design, back-testing and implementation of high-frequency trading strategies on international exchanges. Work as part of the market-making team to determine the signals and trading strategies to go live with.
- Conduct performance attribution of live portfolios.
- Strong candidates should have 5yrs+ years of work experience and a successful track record in quantitative analysis preferably in the capital markets domain.
- Post-Graduate degree in statistics, finance, mathematics, engineering (Computer Science preferred) or other quantitative or computational disciplines
- Experience in using some or all of the following packages: C++,R, MATLAB, SPSS, CART, C# .Net
- Good written and oral communication skills.
- Strong experience working both independently and in a team-oriented collaborative environment.
- Entrepreneurial, self-motivated individual high energy, high activity levels passion for working with an innovative, small but rapidly growing company.