Derivative Strategies Group (QDS) provides derivative strategies and quantitative models and bespoke strategies to external clients and the sales desk. We are looking for proactive, self-starting individual to be part of our India team working with London QDS in this area. This is a challenging role and offering exposure to an interesting, dynamic product group and work environment to build your career in.
Responsibilities for this role would involve:
- Support for new equity and multi-asset index development - back testing, coding, tweaking codes when needed
- Standard publications - Take over some of the content pieces from the desk in London
- Index oversight - Daily monitoring of the complex indices
- Research - R&D on systematic strategies
- Regular communication with team members in London.
- Producing written material and publications for client distribution.
- Providing bespoke analyses and derivative strategies.
Degree with a quantitative discipline (BE, BTech, MS in Maths/Statistics/Financial Engineering) from Tier 1 institutes
- 2-3 year of prior exposure to Index/Quants Research and equities/multi asset indices analytics is important.
- Computer Skills: programming skills such as MatLab/R, VBA and/or C++.
- Must be able to flexibly respond to changes in priorities, be able to communicate results to a less-technical audience, work well in a team and be comfortable in a front office environment.
- Strong attention to detail
- Excellent written and verbal communication skills/Ability to express ideas via writing. Prior track record in writing marketing material/trade ideas for wider distribution will be advantageous.
- Proactiveness / Initiative taking
- Teamwork
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