Quantitative Analyst - BFS

Looking for a suitable candidate for the position of Quantitative Analyst role for Mumbai Location.

JD:

- Building Predictive models, maintaining databases, preparing technical notes.

- Back testing and creating Quant based investment models.

- Recommending arbitrage opportunities with predictive corporate actions.

- Detecting pair-trade and index-hedge short to medium term directional trades.

- Automating systems and procedures using excel macros and VBA for effective work

- Support to Options Trading in strategies back-testing.

- Discretionary Trading in Indian & Inter. Market. And mitigating risk using options strategies (like, bull spread, protective put, etc.)

- MIS Reporting (keep tracking of profitability / open positions / Risk-Reward ratio of trades) for the team

- Handling database (like historical and live prices) for live tracking of spreads, historical analysis of strategies