Quant Analyst - Machine Learning

- Working on pricing, hedging, research activity including market liquidity, micro-structure analysis, optimal hedging, TCA for electronic FX desk

- Back testing existing models and strategies; come up with alternate mathematical solution to problem under consideration

- Support existing algorithmic solutions and contribute to the ongoing development activities

- Participate in various analytical requests from global trading teams

The Skills you will need

- The candidate will hold a Masters/Doctoral degree in a STEM (Science, Technology, Engineering and Mathematics) subject from a premier academic institution

- At least 3+ years Quant Analyst experience within a large analytics library with Tier 1/2 Investment Banking or Machine Learning techniques on any other large data set. If the candidate has PhD then we are looking for not more than 2-3 years experience

- Strong mathematical background, preferably with good knowledge in the following disciplines - probability, quantitative finance, machine learning, optimisation, time series analysis

- Strong programming and computer science skills. Knowledge of Java or C++ or C#(any one) along with Python/R