Quantitative Analyst - IIT

Role: Quantitative Analyst

Exp: 2 yrs to 5 yrs

Location: Gurgaon

CTC: 16,00,000 p.a - 18,00,000 p.a

Qualification: BE / B.Tech from IIT

Roles & Responsibility :

- Must have a strong quant background (preferably maths/ stats/ engineering)

- Ideal candidates will have experience in manipulating large data sets, programming and building complex quantitative models.

Candidates must demonstrate technical competencies in:

- Applied Financial econometrics and time-series analysis

- Constrained Non-linear programming

- Programming skills in Matlab w/sufficient knowledge of C/C++, VB, Q, etc

- Familiarity with data from KDB, Factset, MSCI, WMR, Bloomberg, Reuters; ability to automate procedures across these technologies.

FVAlpha - checking for daily signals and publication/distribution of email when new signal generated

- Daily Signal Report - generation and distribution

- Momentum model - distribution of email to defined client list

- Monthly update of liquidity curve data (checking it ran without issues, data is consistent etc)

- Correlation/Volatility regime model - distribution of daily email to defined client list

Gaurav Jaiswal
0120-4148531