28/10 Meryl
Consultant at Black Turtle

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Quantitative Researcher/Strategist - Algorithmic Trading Desk - BFSI - IIT (1-6 yrs)

Mumbai Job Code: 859888

Role & Responsibilities:

- Develop and manage quantitative analytics to identify the market dislocations and trading opportunities in FX and Rates markets.

- The individual will work very closely with traders across various markets to build a wide spectrum of tools.

- Systematically analyse all patterns driven by flows in the FX and Rates markets

- Develop analytics to assist in smarter risk management of the trading books

- Lay out a formal architecture around which a lot of the tools can be built

- Over time, we see this role growing into one where the individual can guide programmers / analysts to contribute to and deepen the platform.

- Developing systematic trading/execution strategies based on statistical models

- Working in close tandem with global structuring desk facing aggressive deadlines for index related work

- Work in close collaboration with the global teams to develop scripts for indices across various asset class

- Ensuring correct publication of indices and supporting queries regarding legacy calculators

- Development of new indices/features in legacy platforms

Preferred Criteria:

- Proficiency in programming, mathematics and statistics

- Ability to work effectively as part of the team

- Strong analytical skills

- Ability to multitask and thrive in a fast-paced environment.

- VBA Knowledge

- Strong knowledge of Fixed Income products

Women-friendly workplace:

Maternity and Paternity Benefits

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