Manager - HFT - Quant - Bank Captive

Global Markets:

Bank captive in Mumbai was set up as an extension of the Firm's global markets teams around the world. GM is a fast growing team covering multiple asset classes across geographies. GM provides in-depth knowledge that is behind our Investment Banking, Structuring, Sales & Trading and Research businesses around the globe. Deeply integrated with our Investment Banking business, the team facilitates deals and transactions by providing vital research and insight.

Team is an expert quantitative modeling group in bank, an unchallenged leader in financial engineering, statistical modeling and portfolio management. With more than 30+ researchers worldwide, partners with traders, marketers and risk managers across all products and regions.

This position is a Quant profile to support the activities of the group, sitting out of GM in Mumbai. The Mumbai team would work closely with the teams sitting across the various regions mainly on the following:

- Developing mathematical models for systematic quantitative trading strategies, for example, Electronic Trading Algorithms, Index Arbitrage, Statistical Arbitrage, portfolio optimization, flow recommendation research, IOI and Market Making.

- Carrying out market microstructure research and writing white papers

- Evaluating quantitative models, stability testing and back-testing the strategies over simulated environment and extreme market conditions

- Implementing strategies in trading frameworks

Qualifications:

- Earned a Master or equivalent degree program in math, statistics, econometrics, financial engineering or computer science

- Exceptional analytical, quantitative and problem-solving skills

- Good communication and interpersonal skills

- Big Data Experience

- Mastered advanced mathematics and statistics (i.e., probability theory, time series, econometrics, optimization, Machine Learning)

- Algorithms and Data Structures knowledge

- Prior experience in microstructure research or developing execution strategies or short term price prediction models

- Python and q/Kdb experience is a plus

Ideal candidates for these positions would be a graduate/post-graduate from a premier college or institute. A computer science or mathematics background will be most suitable.