Overall purpose of role :
The quantitative analyst will conduct research and development in various stages of e-trading activities and contribute to the development of signals, trading strategies, pricing, hedging and portfolio management activities, and pre/post trade analytics. Ultimately the purpose is to create best in class the business logic and models underlying electronic liquidity offering to clients and the associated analytics. This would involve the full chain from defining the problem, metrics to quantify the solutions, hypothesizing solutions, testing and validation, implementation, productionisation, monitoring and support.
Key Accountabilities :
The quantitative analyst will work within the SM&D team on one or more modelling activities related to
Analyze market micro-structure and develop signals and trading strategies,
Develop pricing and hedging strategies,
Developing suitable pre-/post trade analytics to gain insights,
Developing business critical reports.
Essential Skills/Basic Qualifications :
Excellent analytical abilities with strong understanding of mathematics, statistics and machine learning tools along with deep knowledge of various statistical tools like R, python, kdb and C++
Excellent coding skills, preferably in Java, along with ability to work in shared development environment
Excellent verbal, written communication & presentation skills
Should be a self-starter and can work easily as individual contributor or part of a team.
Desirable skills/Preferred Qualifications :
Master s or PhD in engineering, mathematics or other quantitative disciplines
Prior experience with algorithms or eTrading business logic is preferred
Prior professional experience of working in financial institutions
Keyskills: C++ PDF Coding Analytical Machine learning PHP Portfolio management Analytics Monitoring Python
FresherMart is the fastest growing human resource management solutions provider in India. Headquartered in Gurgaon, we are hiring for PAN India. We offer best-in -class services in recruitment and selection to over 60+ clients across the country to a clientele including leading MNCs and large Indian...