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- Design and implement mathematical models for fundamental valuation of securities. The person will need to understand latest research in quantitative finance and implement the same.
- Design, backtesting and implementation of highfrequency trading strategies on international exchanges. Work as part of the marketmaking team to determine the signals and trading strategies to go live with.
- Conduct performance attribution of live portfolios.
- Strong candidates should have 48 years of work experience and successful track record in quantitative analysis preferably in the capital markets domain.
- Post-Graduate degree in statistics, finance, mathematics, engineering (Computer Science preferred) or other quantitative or computational disciplines
- Experience in using some or all of the following packages: R, MATLAB, SPSS, CART, C# .Net
- Good written and oral communication skills.
- Strong experience working both independently and in a teamoriented collaborative environment.
- Entrepreneurial, selfmotivated individual high energy, high activity levels passion for working with an innovative, small but rapidly growing company.
Manager - Strategy & Algorithm - High Frequency Trading - IIT/IIM/ISB/XLRI (4-8 yrs) - Delhi NCR, India - iimjobs
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