Senior Quantitative Research Analyst - BFSI - IIM/IIT/NIT

Role : Senior Quantitative Research Analyst

Experience : 4 - 8 years

Location : Mumbai

About the Company :

The Company develops quantitative tools for a wide spectrum of quantitative strategies for global capital markets. It supports multiple strategies and asset classes globally. The work environment is challenging and requires employees to demonstrate a broad variety of mathematical and technical skills. It offers candidates unprecedented exposure to a wide variety of strategies and asset classes. The learning curve is steep and will challenge the best talents to deliver on their responsibilities.

Job Responsibilities :

The role involved various responsibilities at different times, including :

- Formulating, developing, simulating and testing automated trading strategies (particularly, for market-making)

- Develop algorithmic models in high frequency and mid to low frequency using analysis of tick by tick data or other time frames

- Development of algo trading strategies based on econometric models, statistics and time series analysis

- Development of algo models to trade the correlation dispersion between the index and its constituents

- Development of event arbitrage models between two options across different calendars or between two different stock options

- Developing, implementing and maintaining interactive analytics tools to help strategists and traders make business decisions

- Updating and maintaining databases (of trades and others) to support the analytics tools

- Building and updating ad hoc code libraries and utilities

Requirements :

- 4+ years of experience post IIT / Top Global Schools

- Q (kdb+), R, Scala, MATLAB, Microsoft Office (Excel, PowerPoint, Word)