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Anshul Bangia

Partner at Symphoni HR

Last Login: 23 November 2023

Job Views:  
3313
Applications:  51
Recruiter Actions:  4

Job Code

716460

Quantitative Researcher - Spread Market Making Modeler - Bank

6 - 16 Years.Mumbai
Posted 5 years ago
Posted 5 years ago

Our client- a leading Global Bank is looking for an Associate/VP - Quantitative Research covering Securitized Products and Credit Flow products including TBAs, Corporate Bonds and Credit Index products who would develop and maintain models for valuation, risk, P&L calculations and analysis tools for the Global Spread business. The role focuses on models and analytics for automated quoting and execution of TBAs.

Key Responsibilities : 

- Research, development, back-testing, and reporting of market-making and quoting strategies

- Applying machine learning and statistical techniques to analyze market moves and trade data

- Development, deployment, and support of production code for automated and semi-automated quoting and trading of their securitized products

- Ensure optimal usage of automated strategies, analytical tools and identify/ develop business intelligence tools

- Work on ongoing projects for improvements in market-making infrastructure, sourcing, maintaining and exposing various market and reference data feeds

Requirements

A Bachelor's/Masters degree in a Quantitative Field

- Very strong Stochastic Modeling and Data Science background, including Statistics, Probability, Machine Learning, and Deep Learning

- Data-analysis skills on real datasets, including familiarity with methods for working with large data and tools for data analysis, e.g., Pandas, Numpy, Scikit-learn, TensorFlow, Keras, etc.

- Experience of Time-Series analysis using Deep Learning and reinforcement learning

- Object-Oriented Programming (OOP) and software design skills, using C++/Python and experience in Reactive Programming

- Parallel/distributed computing experience a plus.

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Posted By

user_img

Anshul Bangia

Partner at Symphoni HR

Last Login: 23 November 2023

Job Views:  
3313
Applications:  51
Recruiter Actions:  4

Job Code

716460

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