TIWPE Capital Advisors - Quantitative Research Associate

As a Quantitative Researcher, you will develop mathematical models using statistical methods to build quantitative trading systems & strategies. You will work on idea generation, strategy development, and independent exploration of novel quantitative trading ideas as well focusing on global ETFs and stocks listed primarily in USA. We are seeking empirical and imaginative thinker to join our team.

Role & Responsibility :

- Development and back testing of quantitatively oriented trading strategies for ETFs and stocks primarily focusing on USA and Indian stock markets.

- Work with large data financial sets, including unconventional data sources, to predict and test statistical market patterns.

- Process data; perform data modeling, evaluations and simulations.

- Establish research plans, manage multiple Quant Research projects and ensure timely delivery of projects.

- Be able to understand and apply research papers in finance and econometrics.

- Contributing to original research on quantitative indicators/models that drive the construction of quantitative trading strategies.

- Optimize the order execution and risk management of trading system

- Develop prediction algorithms/regression models and implement them in using python or any other suitable programs.

- Formulate and mathematical modelling techniques to enhance trading strategies and perform innovative new research with the goal of identifying and capturing trading opportunities

- Automate human-decision based trading strategies; prototype algorithmic trades from trading ideas

Must Haves :

- A strong academic record with a preference for a master's degree in a quantitative discipline computer science, mathematics, physics, statistics, or a related discipline.

- A demonstrated capacity to do first-class research & experience in tackling in-depth research projects.

- Strong analytical and programming skills and experience working with data.

- Understanding in at least some of the following areas: time-series analysis, statistical estimation, Bayesian techniques, scenario analysis, numerical optimization and optimal control.

- A curiosity for model development and experience handling large data sets

- Strong problem-solving and statistics skills

- The proactive ability to take the lead on assignments and deliver practical research results in a timely manner

- Creativity, solid analytical skills and attention to detail.

- The ability to communicate complex ideas clearly.