Vice President - Algo Strategies/Statistics/Programming - BFSI - IIM/MDI/ISB/FMS /ISI (5-8 yrs)
Algo Strategies_VP _Tier 1_Masters /Phd(Maths/stats) (5-8 yrs)
The role involves -
- Analyzing as well as developing mathematical models for systematic quantitative trading strategies, for example, Electronic trading Algorithms, Market Making, Index Arbitrage, Execution Algorithms, Statistical Arbitrage, Portfolio Optimisation and flow recommendation research
- Guiding models through the entire development lifecycle including preparing high-quality documentation, and driving the models through the internal model review and approval process
- Overseeing the ongoing performance of deployed models through reactive and proactive support, monitoring and reporting
- Engineering innovation solutions using a variety of approaches such as time-series forecasting predictive modeling, cluster analysis, dimensionality reduction etc.
- Develop and manage quantitative analytics to identify the market dislocations and trading opportunities in FX and Rates markets.
- Develop analytics to assist in smarter risk management of the trading books
- Layout a formal architecture around which a lot of the tools can be built
- Over time, we see this role growing into one where the individual can guide programmers/analysts to contribute to and deepen the platform.
- The individual will work very closely with traders across various markets to build a wide spectrum of tools.
- Systematically analyse all patterns driven by flows in the FX and Rates markets
- Master- s, Phd, or equivalent degree program in mathematics, sciences, statistics, engineering, financial engineering, computer science or other quantitative fields (CSE / Electrical / Statistics / Quantitative Finance / Maths / Physics)
- Mastered advances mathematics and statistics (i.e. probability theory, time series, econometrics, optimization), with core expertise in machine learning theory, techniques and tools
- Exceptional analytical, quantitative and problem-solving skills
- Strong communication and Interpersonal Skills
- Programming experience with one or more of Java, C, C++, Python, Tensorflow
- Programmers who specialize in Mid-Pricing for G10 forwards, EM Forwards, NDFs and Spot
- High-Frequency programmers with experience in latency reductions in FX, building Testing Environments, optimizing Data lakes
- Prior experience in microstructure research or developing execution strategies or short term price prediction models
- Proficiency in programming, mathematics and statistics
- Ability to work effectively as part of the team
- Ability to multitask and thrive in a fast-paced environment.
- Strong knowledge of Fixed Income products