Monarch Networth Capital - Quantitative Analyst

Quantitative Analyst

Responsibilities:

- Develop and implement quantitative models for analyzing equity derivatives and identifying alpha-generating opportunities.

- Conduct in-depth research on market trends, volatility structures, and option pricing models.

- Utilize advanced statistical techniques (e. , regression analysis) to extract meaningful insights from large datasets.

- Design and back-test algorithmic trading strategies for equity derivatives using platforms like Amibroker, Ninjatrader, or MetaStock Professional.

- Program trading algorithms using scripting languages such as AFL, Python, R, C#, or Ninjascript.

- Maintain and optimize existing quantitative models and trading strategies.

- Monitor and evaluate the performance of trading strategies, making data-driven recommendations for improvement.

- Collaborate with portfolio managers and traders to ensure effective integration of quantitative analysis into the investment process.

- Stay abreast of the latest advancements in quantitative finance and derivative pricing models.

- Document research findings, trading strategies, and model methodologies clearly and concisely.

Qualifications:

- Master's degree in Financial Engineering, Quantitative Finance, Statistics, or a related field (MBA with a strong quantitative focus considered).

- Minimum of 10 years of experience as a Quantitative Analyst, Derivatives Analyst, or System-based Trader within the Indian equity markets.

- Strong understanding of derivative pricing models (Black-Scholes, Merton, etc. ) and risk management techniques.

- Proficiency in at least one quantitative programming language (e. , Python, R, C#).

- Hands-on experience with algorithmic trading platforms (Amibroker, Ninjatrader, MetaStock Professional, etc.

- Solid knowledge of data structures and algorithms.

- Excellent analytical, problem-solving, and decision-making skills.

- Strong communication and collaboration skills with the ability to explain complex quantitative concepts to a non-technical audience.

- Ability to work independently and manage multiple projects simultaneously in a fast-paced environment