*Role: Quantitative Trading & Research (QTR)*
*Level: AVP / VP*
*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 setting
If you wish to explore the opportunity, kindly write to me at "
[email protected]".
📌 Quantitative Analyst (Mumbai)
🏢 Credence HR Services
📍 Mumbai