Quantitative Trader

Role: Quantitative Trading & Research (QTR)

Level: AVP / VP

Experience: 4 - 10 YOE

Location: Mumbai / Bengaluru

As AVP / Vice President within the QTR eTrading team, you will be responsible for performing research that helps improve the firm's equities electronic execution business.

Job Responsibilities:

• Developing mathematical models for algorithmic execution strategies, both for single stock and portfolios
• Designing state-of-the-art models for limit order placement, and order routing between venues
• Developing quantitative tools to analyze order flow and suggesting methods for improving execution performance
• Carrying out market microstructure research and writing white papers

Required Qualifications, Skills and Capabilities:

You should have prior experience in one or more of the following:

• Handling high frequency data/big data and developing statistical and/or machine learning models on the same
• Pre/post trade analytics (including market microstructure research) for execution algorithms
• Short term price predictive, alpha and portfolio optimization models
• You demonstrate quantitative and problem-solving skills as well as research skills
• You are keen to explore new research in algorithmic trading and assess its applicability to business problems
• You bring computer programming experience such as use of Python and/or C++ in a substantial project in an academic/commercial environment

If you wish to explore the opportunity, kindly write to me at [HIDDEN TEXT].