HFT Quant/C++ Role - Quant Firm - IIT/BITS/NIT

Hiring is only for candidates who are pass outs from IIT/NIT and BITS (Computer Science/Maths and Computing)

Company Name - Leading HFT Quant Firm.

Location - Mumbai/Bangalore/Delhi/Chicago/Singapore/Hong Kong. (multiple locations)

Role :

- To develop high frequency systematic/automated strategies in multiple exchanges across the globe.

- Strong quantitative skills and academic achievement (Bachelors, Masters or Ph. D in a quantitative discipline such as Mathematics, Computer Science). ONLY from IIT with CGPA above 8.0 is mandatory.

- Create and develop high performance, algorithmic trading models using maths and statistics

- Analyze the performance of trading, algorithmic models using maths and statistics

- Use qualitative insights to enhance existing models

- Use trading models on major electronic futures exchanges to trade profitably

Experience :

- Able to come up with trading ideas and design overall strategies at a high level

- Exposure to high performance and parallel computing technologies

- Comfortable with analyzing large data sets; competent dealing with ambiguity

- Exposure to Statistical and Machine Learning techniques

- Good knowledge of C++ programming.

- Keen interest in financial markets, self-motivated.

- Good communication skills: Comfortable with explaining complicated models to a wide audience.

- Team players and have the ability to come up with solutions quickly and think through these solutions with others.

Base salary will be 23-35 lac + variable. Variable can be 50-100% of base salary.