Quant Role - Machine Learning - eTrading Quality Assurance Team - Investment Bank

Machine Learning/e-Trading Quality Assurance Team

This position is for a talented quant profile in machine learning and related fields with an inquisitive spirit and keen on being part of our data-driven transformation of the businesses of the investment bank. The role is part of a team tasked with partnering with desk-aligned quants globally to scrutinize, develop, and enhance electronic trading/machine learning models, as well as ensuring the models adhere to stringent internal and external regulatory standards. The team mandate includes:

- Participating in cutting-edge research and apply to machine learning and data science methodologies to financial markets

- Analyzing as well as developing mathematical models for systematic quantitative trading strategies, for example, Electronic Trading Algorithms, Index Arbitrage, Statistical Arbitrage, portfolio optimization, flow recommendation research, IOI and Market Making

- Engineering innovative solutions using a variety of approaches such as time-series forecasting, predictive modeling, cluster analysis, dimensionality reduction, and recommender systems

- Implementing strategies in trading frameworks, as well as developing & supporting associated GUIs and tools

- Evaluating models through stability-testing and back-testing the strategies over the simulated environment and extreme market conditions

- Guiding models through the entire development lifecycle, including preparing high-quality documentation and driving the models through the internal model review & approval process

- Overseeing the ongoing performance of deployed models through reactive and proactive support, monitoring, and reporting.

Qualifications:

- Master- s, PhD, or equivalent degree program in mathematics, sciences, statistics, econometrics, engineering, financial engineering, computer science, or other quantitative fields

- Mastered advanced mathematics and statistics (i.e., probability theory, time series, econometrics, optimization), with core expertise in statistics and machine learning theory, techniques, and tools

- Exceptional analytical, quantitative, and problem-solving skills

- Prior experience in Big Data, microstructure research, or developing execution strategies or short-term price prediction models

- Programming experience with one or more of Python, R, Matlab, Tensorflow, optionally C++

- Strong communication and interpersonal skills

- Ability to ask incisive questions, converge on critical matters, assess materiality and escalate issues.

If you find it suitable or if you have any reference for this position, Kindly share CV with Below detail :

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Tejashree Waradkar
Team Leader
Dir No: +91 22 66848569|Mob No .8454843560 /8850817160