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15/03 HR
Founder at Armour Corporate Services

Views:169 Applications:21 Rec. Actions:Recruiter Actions:13

Quantitative Research Analyst - Capital Markets/Algo Trading Domain (7-15 yrs)

Mumbai Job Code: 1063312

1. Propose and implement statistical investigations on historical tick data and order flow , Identify, describe and define the different components and effects impacting order execution, total cost analysis and other parts of the microstructure ecosystem

2. Model and explain order book interactions and dynamics: price distribution and duration, queuing, order cancellation, short term price predictions based on the state of the order book

3. Propose and implement new execution algorithms using a combination of numerical methods, statistical models and optimization techniques.

4. Implement client and desk requests for bespoke algorithms. Support client inquiries and assist with performance analysis and reporting

5. Knowledge of algorithmic trading (order books, volume forecasting, equity impact cost models etc.)

6. Experience in applying statistical modeling and machine learning towards analysis of large data sets

7. Strong analytical and quantitative skills and experience using statistical programming languages such as R or Python

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

Women-friendly workplace:

Maternity and Paternity Benefits

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