Posted By
Posted in
Banking & Finance
Job Code
885192
Algo Quant for a well renowned financial services organization
Role & Responsibilities:
- Develop and manage quantitative analytics to identify the market dislocations and trading opportunities in FX and Rates markets.
- The individual will work very closely with traders across various markets to build a wide spectrum of tools.
- Systematically analyse all patterns driven by flows in the FX and Rates markets
- Develop analytics to assist in smarter risk management of the trading books
- Lay out a formal architecture around which a lot of the tools can be built
- Over time, we see this role growing into one where the individual can guide programmers / analysts to contribute to and deepen the platform.
- Developing systematic trading/execution strategies based on statistical models
- Working in close tandem with global structuring desk facing aggressive deadlines for index related work
- Work in close collaboration with the global teams to develop scripts for indices across various asset class
- Ensuring correct publication of indices and supporting queries regarding legacy calculators
- Development of new indices/features in legacy platforms
Qualifying Criteria :
- Good Communications Skills
Qualification - B.Tech / M.Tech / MSc / Ph.D.
- Excellent Excel Knowledge
- B.Tech / M.Tech / MSc / Ph.D. CSE/ Electrical / Statistics// Quantitative Finance / Physics
Preferred Criteria :
- Proficiency in programming, mathematics and statistics
- Ability to work effectively as part of the team
- Strong analytical skills
- Ability to multitask and thrive in a fast-paced environment.
- VBA Knowledge
- Strong knowledge of Fixed Income products
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Posted By
Posted in
Banking & Finance
Job Code
885192