Director at HuQuo
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Senior Analyst/Associate - Strategy & Algorithm - Quantitative Investment Management - IIT (1-6 yrs)
ABOUT CLIENT :
- Our client is Gurgaon, India, based quantitative investment Management Company. The company builds quant-based alternative investment products which are optimized for risk and return.
- They have setup their operation in June 2008 and has two products in the market since May 2009- I-Alpha (a market neutral fund focused on producing alpha from Indian markets using arbitrage) and Enhanced Index.
- They are registered as a broker (automated trading) and PMS provider.
- They have fully automated trading system that is capable of analysing real time granular market data and produce thousands of trades with very low latency.
Position Title : Sr.Analyst/Associate (Strategy & Algorithm)
Work Experience : 1-6 years
- Design and implement mathematical models for fundamental valuation of securities. The person will need to understand latest research in quantitative finance and implement the same.
- Design, back-testing and implementation of high-frequency trading strategies on international exchanges. Work as part of the market-making team to determine the signals and trading strategies to go live with.
- Conduct performance attribution of live portfolios.
Required Skills :
- Strong candidates should have 1-6 years of work experience and successful track record in quantitative analysis preferably in the capital markets domain.
- Post-Graduate degree in statistics, finance, mathematics, engineering (Computer Science preferred) or other quantitative or computational disciplines
- Experience in using some or all of the following packages: R, MATLAB, SPSS, CART, C# .Net
- Good written and oral communication skills.
- Strong experience working both independently and in a team-oriented collaborative environment.
- Entrepreneurial, self-motivated individual - high energy, high activity levels - passion for working with an innovative, small but rapidly growing company.
Education : IITns, from Computer Science and Mathematics & Scientific Computing background 2011,12,13,14 and 15 batch with relevant experiences.
Location : Gurgaon and Salary range: 12.5 L to 18 L + bonus + perks