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16/01 Piyush Gupta
Director at Quantitative Brokers

Views:452 Applications:64 Rec. Actions:Recruiter Actions:10

Senior Quant Researcher - FinTech (6-15 yrs)

Chennai Job Code: 882531

Senior Quantitative Researcher - Chennai

QB is a rapidly expanding fin-tech firm specializing in agency algorithms in futures and fixed income markets. QB's culture is founded on curiosity, creativity, and hard work, based on tested quantitative research. Our team is smart, innovative and constantly hunting for inspired solutions to reduce implicit trading costs and manage execution risk for our clients. We value individuals who are detail-oriented and seek perfection in their work.

As a member of our Quantitative Research team, you will focus on improving the performance of our client-focused trade execution algorithms. You will work closely with the head of the research, rest of the quant team, Robert Almgren as well as our trading desk and technology group. As a key member of this team, you will be responsible for building, enhancing and maintaining our signal framework and enhancing our futures and options on futures algorithms.

Skills and Background :

Primary Responsibilities:

- Analysis of execution performance

- Research to improve execution algorithms

- Develop and implement price forecast signals

Skills and Experience:

- Advanced degree (MS or Ph.D.) in a quantitative field with 5 year of good work experience

- Have worked with buy-side or sell-side traders

- Experience with trading and market microstructure

- Experience with analysis of high-frequency market data

- Programming experience to develop production-quality systems

- Working knowledge of VWAP, TWAP, and the use of multi-period optimization for execution algorithms is a huge plus.

Candidates from premium college/IIT/Foreign university with degree in Applied mathematics or relevant experience in Trading and market micro structure analysis only apply.

Women-friendly workplace:

Maternity and Paternity Benefits

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