Cash Equities Quant Professional - MIS Pre-Trade - BFSI

- Work within the Execution Services Analytics team in Bangalore to create a systematic trading strategies for Cash Equities

- Create an automated process to measure and produce the Alpha profile of the order flow by implementing the existing model and regularly calibrating it.

- Produce daily, weekly and monthly reports on flow toxicity and aggregate the data using different factors and run customised reports.

Provide support functions for Sigma/Infrastructure including:

- Develop and maintain a framework for analyzing portfolio risk

- Assist IT to deploy the framework

- Develop novel pricing models and enhance risk tools

- Work with the KDB team for data requirements

- Development of visualization tools (datawatch) relevant to the needs of the desk/team

1. Graduate / post-grad qualification from a top tier university in applied mathematics or statistics or engineering

2. Experience in python, Java, C++ or other programming languages

3. Experience with databases - KDB, MongoDB

4. 1-3 years experience working with financial data or tick data

5. Spreadsheet development experience (Excel and VBA)