Quantitative Researcher : ARP specializes in risk premia investing, one of the fastest growing segments within the hedge funds industry. The firm develops quantitative tools for a wide spectrum of strategies for global capital markets. The work environment is challenging and requires employees to demonstrate a broad variety of mathematical and technical skills. It also requires collaboration skills to exploit synergies within and without strategies. It offers candidates unprecedented exposure to a wide variety of strategies and asset classes. The learning curve is steep and will challenge the best talents to deliver on their responsibilities. We are looking for candidates who have the skills and the drive to work in a global client-focused quantitative research and development environment. About the Role : - The Quantitative Researcher would be a part of a strategy team. He / She will collaborate closely with industry experts to develop analytics for various aspects of a quantitative research process like data processing, signal generation, algorithm development and back-testing, risk analysis, performance analysis and environment analysis. - We are seeking candidates who have excelled in quantitative fields of mathematics, statistics, pure sciences, engineering, etc. Finance domain knowledge is not required. This role is ideal for candidates who have a strong programming base and are interested in quantitative research. Responsibilities includes but is not limited to the following : - Develop and conduct quantitative finance research with a focus on statistical and predictive models - Read research papers and journals to understand research ideas. - Manage different aspects of the research process including methodology selection, data collection and analysis, prototyping and backtesting - Build systems for construction and analysis of portfolios. - Build analytics for risk, performance and environment analysis of portfolios. Qualifications : - B.Tech., Dual Degree M.Tech., or M.Sc. (Integrated) in Computer Science, Mathematics, Statistics, Engineering, Physics or similar quantitative disciplines from the Indian Institute of Technology (IIT) or similar. - Demonstrated ability to conduct independent research utilizing large datasets - At least 1 year of experience in programming, quantitative analysis or as a data scientist - Strong programming skills in one of the following: Python, C++, C# or Java - Good written and oral communication skills. - Good coordination skills and ability to work in a team - Excellent mathematical skills - Familiarity with Mathematical Finance would be considered advantageous. People who are looking for a long term career in quantitative investing and finance.

Mumbai

Quantitative Researcher - Hedge Funds - IIT 

Quantitative Researcher - Hedge Funds - IIT  ,Job Description for Quantitative Researcher - Hedge Funds - IIT  in Versor Investments in  Mumbai for (1-3) years of experience. Apply Now!

Job Description for Quantitative Researcher - Hedge Funds - IIT  in Versor Investments in  Mumbai for (1-3) years of experience. Apply Now!