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Job Id: 475
Job Title: Research Analyst - Optimization
Industry: Banking, Financial Servcies & Insurance
Functional Area: R&D / Engineering Design
Salary: 10 Lac - 20 Lac
Job Location: Mumbai
About the Client

The company is one of the Cutting-edge hedge fund research company. By adopting a systematic approach, the company is ready to launch three strategies : (Equity market neutral, CTA Trend-following and Equity Event) by Q1’ 2014. The objective of the company  is to offer a broad range of Alternative Risk Premia products, at lower cost and expense than hedge funds. The company has a strong research team supported by institutional quality organization and has office in India and one in US. The company also plans to set up Electronic trading infrastructure by Q4 2013. The company continues to conduct research into the Alternative Risk Premia inherent in hedge fund returns.




Job Description

The Quantitative Analyst would be a part of a investment strategy. He/She will collaborate closely with the team for solving interesting research and/or development problems for the strategy. This will involve exposure to various aspects of investment management like data mangling, signal generation, portfolio construction, risk analysis, performance analysis and environment

We are seeking candidates who have excelled in quantitative fields of mathematics, statistics, pure sciences, engineering, etc. Finance domain knowledge is not required. This role is ideal for candidates who have a strong programming base and are interested in quantitative research and trading.

Responsibilities could include any of the following:
1. Develop and test trading strategies and ideas.
2. Perform optimization of equity portfolios
3. Set up, analyze and process data for further research.
4. Reading of research papers and journals to identify research ideas.
5. Build systems for construction and analysis of portfolios.
6. Build analytics for risk, performance and environment analysis of portfolios.
7. Build execution and trading capabilities of the investment strategy.

Desired Candidate Profile

1. B.Tech., Dual Degree M.Tech., or M.Sc. (Integrated) in Computer Science, Mathematics, Statistics, Engineering, Physics or similar quantitative disciplines from the Indian Institutes of Technology (IIT) or Indian Statistical Institutes (ISI).
2. Excellent mathematical skills.
3. 2 to 3 years of experience in quantitative analysis and optimization.
4. Any experience with MSCI Barra, Axioma or Northfield products will also be beneficial.
5. Strong programming skills in one of the following: Python, C++, C# or Java will be beneficial.
6. Good written and oral communication skills.
7. Good coordination skills and ability to work in a team.
8. Some amount of familiarity with Mathematical Finance would be considered advantageous.

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