Quantitative Strategist

Job Description :

The person will be required to :

- Support clients' teams (structuring / trading / index operations) in implementing and back -testing complex strategies in VBA / Python

- Maintain existing strategies for equity, FX, commodities, interest rates, and F&O

- Develop and maintain tools / models in Python / VBA

- Run sanity checks and report daily maintenance of these indices

- Bear the responsibilities for periodic rolls and rebalancing and carrying out other lifecycle events

- Manage sub-projects and timelines within the main project

- Respond to ad-hoc client requests

- Design and implement new checks and controls as per the changing client requirements

- Provide ideas on various aspects, such as financial and quantitative concepts, implementation of controls, and framework designs

Skill Set Required :

- Strong quantitative, analytical, and problem-solving skills

- Deep knowledge and understanding of Python, VBA, and financial instruments are necessary

- Deep understanding and knowledge of financial instruments is a must

- Keen interest in quantitative finance and understanding of the global economy and fundamental factors affecting the valuation of various asset classes are desirable

- Familiarity with market data providers, such as Bloomberg and Reuters, is required

- Ability to manage / collaborate with team members sitting at different locations

- Should be comfortable in interacting with international clients

- Ability to identify and solve issues effectively on time, and should have an eye for detail

Education & Experience :

- MBA / CFA / FRM charterholder or progress towards / Masters in Statistics, Mathematics, or Economics / M.Tech / B.Tech with experience in a similar function

- Min 2 to 6 years of experience in the financial services industry, preferably in index development and maintenance or quantitative investment strategies

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