We are a quantitative trading firm founded by alumni of IIM B/L who have worked at Deutsche Bank and Goldman Sachs. We are currently active in crypto-currency and Indian Equity markets and are looking for talented individuals to work with us on discovering new alphas and quantitative strategies.
Role :
- Conduct research to discover monetizable trading opportunities across crypto-currencies, Indian cash stocks and their derivatives
- Understand our current strategies and offer ways on improving the in-production algorithms
- Contribute to the development of our in-house NSE options market making, pair trading and mean reversion models
- Work closely with our tech team to develop the strategies you recommend. Monitor your strategies for performance and make incremental improvements.
Required Skills :
- Strong understanding of financial derivatives and underlying mathematical and statistical relationships between assets
- Strong conceptual clarity on topics in stochastic calculus, probability distributions, prediction modeling, and common techniques used to model asset risk and returns
- Proficient in at least one programming language among C++, NodeJS, Python, and R
- Experience in developing algorithms at an established prop desk or investment bank.
- Understanding of the full life cycle of algo development.
What we offer :
- Meritocratic pay structure - opportunity to earn far more than market compensation for candidates who can generate strong revenue.
- Ability to work part-time/full-time from our office or from home.
- Ability to leverage our high-frequency trading infrastructure to invest your personal capital to generate above-market return
- Competitive pay and strong performance-driven work-culture
Preferred Educational Background :
- Undergraduate in mathematical discipline from top IITs / Ivy League universities
- Top-tier MBA, CFA, FRM, CQF etc. a plus but not required
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