If you have scored 70% and above in your academics then only apply

Job description : 

Designation : Quantitative Developer

Location: Kurla Mumbai

Experience : Candidates from 2017-2019 batch; Must be BE/B.Tech qualified

About Company : 

Leading Investment Company specializes in risk premia investing, one of the fastest growing segments within the hedge funds industry. The firm develops quantitative tools for a wide spectrum of strategies for global capital markets. The work environment is challenging and requires employees to demonstrate a broad variety of mathematical and technical skills. It also requires collaboration skills to exploit synergies within and without strategies. It offers candidates unprecedented exposure to a wide variety of strategies and asset classes. The learning curve is steep and will challenge the best talents to deliver on their responsibilities.

We are looking for candidates who have the skills and the drive to work in a global client-focused quantitative research and development environment.

About the Role :

- The Quantitative Developer would be a part of Portfolio Analytics team. He / She will collaborate closely with industry experts to develop analytics for various aspects of a quantitative research process like data processing, signal generation, algorithm development and back-testing, risk analysis, performance analysis and environment analysis.

- We are seeking candidates who have excelled in engineering specifically computer science. Finance domain knowledge is not required. This role is ideal for candidates who have a strong programming base and are interested in quantitative investment strategies.

Responsibilities includes but is not limited to the following:

- Implement cutting edge mathematical research into risk premia and hedge fund investing strategies

- Develop high-performance simulation engine

- Implement statistical back-testing of mathematical algorithms for investing in financial markets

- Quantitative analysis of hedge fund portfolios

- Design and develop highly automated cloud based technology stack for investment and electronic trading algorithms

Qualifications:

- B.E., B.Tech., Dual Degree M.Tech., or M.Sc. (Integrated) in Computer Science, Computer Engineering or similar disciplines from top tier institute.

- Demonstrated ability to conduct independent research utilizing large datasets

- At least 2 years of experience in designing and developing robust systems

- Strong programming skills in one of the following: Python, C++, C# or Java

- Good written and oral communication skills.

- Good coordination skills and ability to work in a team

- Excellent mathematical skills

- Familiarity with Mathematical Finance would be considered advantageous

- Candidates enrolled for CFA, FRM or similar exams will be preferred

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.