Credit Derivative - Quant Analyst - IIT/IIM

NOTE: LOOKING FOR CANDIDATES ONLY FROM CREDIT DERIVATIVE BACKGROUND OTHERS NEED NOT APPLY

Excellent 'Credit Derivative - Quantitative Analyst' Job Opening in One of the Leading Hedge Fund Company @ Mumbai.
Looking to develop quantitative investment strategies for Asian capital markets including India.

Designation: Credit Derivative - Quantitative Analyst

Location: Mumbai

Experience: 2-5 years

Salary: As per Industry std

Quantitative analysts will typically be responsible or assigned to a specific investment strategy (preferably credit derivatives). They will work very closely with the data and technology analysts allocated to them to develop the research infrastructure for their assigned strategy

Key Responsibilities

- Review of academic literature related to the relevant investment strategy

- Identification of relevant financial market data sources pertinent to their strategy

- Working with data and technology analysts to establish data links with various market data vendors as well as perform verification and clean up of relevant market data

- Development of investment strategy to invest in Asian capital markets, based on fundamental and quantitative research of financial market data

- Conduct back testing of the investment strategy to establish validity over historical market periods

- Working with the trading team for execution of the investment strategy

Excellent candidates will generally have or exceed the following qualifications:

- IIT / IIM Graduates with exceptional academic achievements

- 2 to 5 years of professional experience in quantitative modeling related to credit derivative products

- Knowledge of software packages including Python, MATLAB, C++, Java is advantageous

- Ability to work independently in a team research environment

- Excellent written and oral communication skills

Please reply with your updated CV to (consultant014@hcapital.in) along with following information:

1: Current Location:
2: Current/Last CTC:
3. Current/Last Company:
4. Expected CTC:
5: Notice Period: