Quant Finance Research

Position at a glance:

The candidate will be a part of a quant finance team. The team works with a global investment bank and supports Derivatives Structuring desk analysts. The candidate will be involved in development of investment strategies by taking inputs from trading and sales desk and help them to create and improve marketing material. The position is based out of our Research Center in Gurgaon, India.

Key functions and responsibilities

- Liaising with onshore team to understand the investment strategies and run scenarios backtests

- Feed daily levels approved investment strategies to Bloomberg

- Run scenario analysis (historical simulation) of structured products linked to investment strategies

- Develop library of VBA codes (functions) commonly used for development of investment strategies

- Develop reports/presentations/marketing materials for sales team

Key Skills required:

- Ability to work in a complex & dynamic financial environment

- Strong quantitative skills with ability to understand quantitative and algorithm-based investment
strategies

- Strong conceptual understanding and practical experience of working on investment strategies and
structured products

- Good knowledge of equities asset class in general and equity derivatives in particular

- Strong computing skills (Excel and VBA) with experience in creating automated templates for scenarios
analysis

- Ability to work on multiple and at time quick turnaround requests with special attention to detail

- Ability to think independently and provide support to the analyst working on strategy development

- Good communication skills for daily interaction with the client and other stakeholders

Qualifications and Requirements:

- The candidate should possess strong quantitative skills including mathematics, statistics and probability. Candidate should have over 2 - 5 years of experience in the financial industry and deep understanding of the quant development and research. Strong computer programming and database skills such as Excel, VBA, Matlab, SQL are a must. Right applicant will have strong educational background in Finance, Engineering, Economics, Physics, Mathe

Contact- utpal@ecsindia.in