Quant Research - Indian Capital Markets - BFSI

Our client is a leading Integrated Financial Services Firm which is looking to augment its Quant Research Unit within its Institutional Broking business unit.

Job description: Quantitative Research

- Role will be to analyze large amounts of data and conduct quantitative analysis to large amounts of data and develop prediction algorithms / models in C++, R, Matlab and Python.

- Develop & maintain systematic trading models

- Provide ad-hoc quantitative analysis to support derivatives trading team

- Develop trading algorithms

- Research and develop analytical tools to address issues such as portfolio construction and optimization, performance measurement, and pricing models

- Perform statistical coding such as machine learning or pattern recognition

- Respond to various quantitative requests from consultants, clients, such as simulations, strategy studies, index/benchmark studies, risk profiles and performance attribution

Skills Required:

- Strong quantitative skills: outstanding at Statistics/ Mathematics / Machine Learning / Data Analysis / Artificial Intelligence/ Econometric analysis

- Education :Highly qualified BTech, MTech, and PhD graduates from top programs in CS, Math / Statistics / Econometrics/Physics and EE.

- Excellent programming and database skills - Excel, Matlab, R, SAS, SQL Server, Oracle

- Ability to design and implement model code into production specifically using R, MATLAB, C++, Python.

- Advanced knowledge of calculus, engineering and game theory is key to success

Summary of Key Requirements:

Mathematical Concepts:

- Calculus (including differential, integral and stochastic)

- Linear algebra and differential equations

- Probability and statistics,Stochastics

Financial Concepts:

- Portfolio theory, Market Microstructure

- Equity and interest rate derivatives, including exotics

- Structured products/Credit-risk products

Computer Competency:

- C++ (typically used for high-frequency trading applications)

- Matlab, SAS, S-PLUS/R or a similar package (used for offline statistical analysis)

- Monte Carlo techniques

- Java, .NET or VBA, and Excel