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Quants Trader - Ghaziabad, India - HKKR GLOBAL
Description
Job Title:
Quantitative Backtest Researcher
Location:
Kaushambi
Position Type :
employee
Company Overview:
HKKR GLOBAL
is a leading financial firm committed to excellence in quantitative trading and financial analytics. We are currently seeking a highly motivated and talented individual to join our team as a Quantitative Trader .
This is an excellent opportunity for a recent graduate with a strong background in mathematics and a successful completion of the NISM exam.
Responsibilities:
Develop and implement complex mathematical models for trading algorithms.
Conduct backtesting and forward testing of trading strategies to evaluate performance and risk.
Analyze historical data and market trends to identify investment opportunities.
Collaborate with the development team to integrate trading models and algorithms into the production environment.
Provide insights and reports on strategy performance to senior management.
Continuously research and adapt new methods and technologies to improve existing strategies.
Ensure compliance with all regulatory requirements and ethical standards related to trading activities.
Required Skills and Qualifications:
Bachelor's or Master's degree in Finance, Mathematics, Computer Science, or related field.
Minimum 1 year of experience in quantitative research or algorithmic trading.
Proficiency in statistical programming languages such as Python, R, or MATLAB.
Strong understanding of financial markets, financial instruments, and portfolio management.
Experience with databases and data analysis tools.
Excellent analytical, quantitative, and problem-solving skills.
Ability to work in a fast-paced, collaborative environment.
How to Apply:
Interested candidates should submit their resume along with a cover letter detailing their interest in quantitative trading and relevant qualifications.
