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Job Id: 621
Job Title: Quantitative Analyst
Industry: Banking, Financial Servcies & Insurance
Functional Area: Analytics & Business Intelligence
Salary: 30 Lac - 30 Lac
Job Location: Mumbai
About the Client

Client is an Asia-based financial services group with an integrated global network spanning over 30 countries. It services the needs of individuals, institutions, corporates and governments through its three business divisions: Retail, Asset Management, and Wholesale (Global Markets and Investment Banking). Founded in 1925, the firm is built on a tradition of disciplined entrepreneurship, serving
clients with creative solutions and considered thought leadership.

Job Description

The aim of the Algorithmic Trading Strategies team is to predict the likely future outcomes of financial markets and develop models so that traders can execute profitable trades and the firm can correctly value them. The team in Mumbai comprises of about 7 people, with varied backgrounds in Finance, Engineering and Physics, with strong and deep knowledge of modelling and computer science.

Quant work involves many different skills and abilities, all of which centre around being able to solve complex quantitative problems in an accurate and timely way.

The core function is to develop systematic trading strategies for financial markets, as well as develop models which calculate the correct price for any of financial trades across all the asset classes (interest rates, equity, FX, credit, etc). This involves a sequence of steps starting with data collection and cleaning followed by basic modelling of financial time-series for the purpose of forecasting. Subsequently, the models are prototyped and put into production.

Other areas of quant activity include e-trading algorithms; pricing adjustments for capital, collateral and margin; and general advisory to the firm on risk, valuation and systems issues.

  1. Working as a fully integrated member of the global quant team, part of the front office
  2. Gain knowledge of the relevant global financial products
  3. Understanding and implementing the state-of-the-art pricing models in C++ code
  4. Working with traders and structures to enable new trades to be executed
  5. Interacting with risk managers and other corporate functions to explain new quant models
  6. Learn how to efficiently calculate “fast Greeks” for the firm’s trades, using state-of-the-art methodologies
  7. Interact with IT groups, and help steer systems development
Desired Candidate Profile

Working on Maths, Statistics, Coding, Programming
Has to be from top 5 IIT – IIT Bombay, Delhi, Madras, Kanpur, Kharagpur, Indian statistical institute
Stream of engineering – electrical, computer science,
CGPA – 7.5 and above
Key skills – Knowledge on time series, regression, probability, forecasting, modelling etc
We are ok to look at fresher from the above colleges and CGPA has to be above 7.5
Experience – 0 – 4 years

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