Quant Analyst/Quant Developer - Statistical Modelling & Development - BFS

- Hiring for a Quant Analyst working within the SM&D team, designing and developing reusable frameworks to underpin our market analytics, execution strategies and models, pricing, hedging, pre/post trade analytics.

- Our purpose is to create best in class business logic used in the underlying electronic liquidity offering for clients along with any associated analytics.

- You will be involved in the full lifecycle from data analytics, requirements gathering, design, implementation, backtesting, productionisation, optimisation, monitoring and second line support.

What will you be doing?

- Research and develop pricing algorithm model for FX, Rates or Credit space

- Enhancing/Maintaining the algo execution platform

- Provide best in class service to clients

- Design of frameworks and functionality for development of trading algorithms

- System tuning and optimisation

- Analysis of and improvements to algorithm performance

- Proactive identification and resolution of problems and issues

- Provision of required high quality support in timely manner

- Participation in team peer reviews of code, modelling and testing

- Participation in team knowledge sharing and presentations

Skills that will help you in the role :

- Experience in developing algorithmic trading model in FX, Rates or credit space

- Experience in implanting research models into production

- Previous experience of developing Agency Execution Platform in any asset class

- Domain understanding of Fixed Income or FX products and trading

- Knowledge of Object Oriented Programming

- Knowledge of Java, Python, kdb+/Q languages

Where will you be working - Noida/Mumbai