Job Description
Design and implement mathematical models for fundamental valuation of securities. The person will need to understand latest research in quantitative finance and implement the same.
Design, back-testing and implementation of high-frequency trading strategies on international exchanges. Work as part of the market-making team to determine the signals and trading strategies to go live with.
Conduct performance attribution of live portfolios.
Experience in using some or all of the following packages: R, MATLAB, SPSS, CART, C# .Net
Good written and oral communication skills.
Strong experience working both independently and in a team-oriented collaborative environment.
Entrepreneurial, self-motivated individual - high energy, high activity levels - passion for working with an innovative, small but rapidly growing company.
Desired Candidate Profile
Kindly refer to the job description above
Key Skills
Key Skills
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Investment Management, Algorithm Strategy, Mathematical Models Research, Quantitative Analysis, R, MATLAB, SPSS, CART, C#, .Net
Qualification
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B.E/B.Tech
Additional Qualification
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Investment Management, Algorithm Strategy, Mathematical Models Research,
Quantitative Analysis, R, MATLAB, SPSS, CART, C#, .Net
Industry
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Banking/Financial/Insurance Services
Functional Area
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Accounting/Auditing/Tax/Financial Services
Job Role
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Derivates Analyst
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