Posted By
Posted in
Banking & Finance
Job Code
582435
Associate (Risk Management) -IIT+IIM's/IIT+ISB/B.Tech+ MBA from Premier Global University
About Our Client :
- Our Client is one of the global quantitative investment Management Company (HQ: New Jersey,US). The company builds quant-based alternative investment products which are optimized for risk and return. They have set up their venture in June 2008 and has two products in the market since May 2009- I-Alpha (a market neutral fund focused on producing alpha from Indian markets using arbitrage) and Enhanced Index.
- They are registered as a broker (automated trading) and PMS provider. They have a fully automated trading system that is capable of analysing real time granular market data and produce thousands of trades with very low latency.
- The leadership team is looking for talented, ambitious, self-directed candidates for quantitative trading roles. If you- re eager to make an impact in a niche Quantitative and Algorithmic Automated Trading in USA and other emerging markets and have a proven track record of excellence, we have a unique pioneering opportunity waiting for you! You will be part of a team of very select professionals from the best institutes (IIT/IIM/Ivy League) in creating proprietary innovative products. Based on the quantitative analysis of financial market data you will be expected to research and design innovative investment strategies like Arbitrage, long/short, statistical arbitrage, volatility arbitrage, market-making algorithms etc.
Role and Responsibilities :
Knowledge of :
- Financial Markets and Products (Asset classes, derivatives - Futures, Options, Exotic Products)
- Market and Credit Risk
- Market Risk Measures - Value at Risk (VaR) etc.
- VaR - Methodology
- SQL and at least one programming language.
Responsibilities :
- Value at Risk (VaR) - Calculation/Analysis.
- Other risk measures like Maximum Drawdown, Liquidity Risk.
- Reporting risk numers - VaR, LR etc.
- Suggest and implement improvements/corrections to current model/s.
Good to have :
- Programming skills (Especially C#, R)
- Experience of working with Tableau
- Experience in the financial sector
Education :
- B.Tech (C.S) (Good College)
- MBA in Finance
- Course in Risk Management
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Posted By
Posted in
Banking & Finance
Job Code
582435