Quantitative Research Analyst - Financial Services Firm - IIT/NIT

We are looking for professionals into Quantitative Research Analyst -- Bangalore with one of the MNC in Financial Service.

The candidate would be required to work closely with senior analysts across the globe to develop different quantitative trading strategies. An ideal candidate will also be responsible for database management, developing cash-flow and surveillance models, using third party wrapper libraries and performing data analytics. The candidate should be well versed in a wide range of languages and should be open to experimenting with new technologies. We expect the candidate to show a strong inclination to learn and understand the Rates asset class.

Work Split

80% Programming in VBA, SQL, Python

20% Data coverage across all regions. Constantly monitor markets for trends and macro movements which can potentially generate trade ideas.

Requirements

EDUCATION AND EXPERIENCE

- Undergraduate degree from a top-tier school (IITs/NITs) preferably in a quantitative discipline such as math, science, engineering, computer science

- At least 2 years total work experience in Technology, preferably in Bond Analytics or Fixed Income technology and a strong aptitude for Problem Solving

- Experience in developing and supporting quantitative models will be a plus.

KNOWLEDGE, SKILLS, AND ABILITIES - 

- Extensive programming skills - VB, .NET, C/C++/C#, R, Python, MYSQL

- Intermediate and Advanced Statistics

- Excellent database skills - can maintain the entire database and work on adding sources of data

- Project management skills; ability to scope, manage and implement solutions to provide critical technology support

- Strong Communication Skills and Interpersonal Skills

- High ability to handle ambiguity

PROBLEM SOLVING AND DECISION MAKING

- An ideal candidate will independently solve problems arising out of his day-to-day work with minimum supervision/help

Role also includes

- Developing/Maintaining research tools for analyzing relative value opportunities in various sovereign bond markets, tracking their issuance patterns, monitoring central bank rates, predicting yield curve movements etc.

- Partnering with the Global rates team and actively tracking the interest rate regimes across both developed and emerging markets

- Analyzing the financial, economic, and political situation of each country and authoring research reports, thereby recommending investment strategies in their bonds and derivatives (e.g. IRS and ASW)

- Studying monetary policy, various economic variables and other central bank activity to gauge and identify active trades in the market

- Analyzing the details of the Quantitative Easing measures across the developed market and their impact on various sovereign curves on an ongoing basis

- Contributing to research reports and commenting on changing supply, spread dynamics in these debt markets, trend in offshore bond flow

- Hands-on experience dealing with a quantitative econometric/financial project using R/Python will be highly desirable.

Kindly send us your updated CV in word format with the below mentioned details

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Tanvi