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We are looking for a Quantitative Expert who is having hands on exposure on Leading the Team In a HFT Trading Platform.
Roles Responsibility Summary :
– Lead the Equities Execution Services Analytics team in Bangalore and potentially longer term lead a wider Markets wide Analytics/Quants Team
– Build-up the team and continuously source new talent into the team.
– Frequent liaison with teams in London / Hong Kong and New York to determine requirements for work, provide feedback on progress, and to resolve issues.
– Run quantitative research projects, manage the priorities of the team, delegate tasks to various team members
– As required to work with the team to develop analytics including coding (i.e. willing to get hands dirty)
– Provide the first line quality control for the work being produced by the team
– Set up the infrastructure for quant development and data sharing with the team in London.
Ability to work closely with IT to :
– Plan and oversee IT deliverables, i.e. development and roll-out of analytics code into production
– Plan requirements for infrastructure requirements (hardware/software) and support for the analytics service (e.g. SLAs)
– Determine and to help resolve issues
Role Requirements & Key Skills :
– Key requirement is to have good to strong knowledge of Cash Equities Markets and Portfolio Analytics, preferably 7-9 years in financial services
– Strong analytical, technical and statistical skills back up by academic credentials with post-graduate qualifications in statistics or engineering.(i.e. Masters / PhD ideally from top Technology and Statistical Institutions)
– Must have managed teams i.e. 4-5 years experience managing a team ideally in similar role
– Excellent communication skills
– Excellent problem solving and ability to code with exposure/knowledge in production environment
– Preferably KDB and Python (i.e. statistical languages)
– C++ or Java or both
– Preferable but not essential is to also have Equity Derivatives knowledge
– Should be passionate about problem solving, working with data and analytics
Bank Roles/Responsibility Summary :
– Work within the Execution Services Analytics team in Bangalore to create a systematic trading strategies for Cash Equities
– Create an automated process to measure and produce the Alpha profile of the order flow by implementing the existing model and regularly calibrating it.
– Produce daily, weekly and monthly reports on flow toxicity and aggregate the data using different factors and run customized reports.
– Implement and calibrate the toxicity prediction model using historical order flow data
– Maintain a bench-marking model for Risk Unwind cost calculation
– Create an automated service to measure the Loss Ratio and produce daily and weekly reports to assess the quality of the unwind and compare it to different benchmarks
– Back-test various unwind strategies and optimize the holding period given the Alpha profile of the trade vs the liquidity of stock.
Role Requirements & Skills :
– 1-3 years experience working with financial data or economic data
– Strong technical skills with post-grad qualification MSci / MBA in Applied mathematics or statistics or engineering.
– Good computer science knowledge – KDB, Java, C++
PythonJavaC++ LanguagesQuantitative ResearchData AnalyticsQuantitative AnalystCash EquitiesMarkets PortfolioAnalytics
BLACK TURTLE offers a wide range of services spread across various industries and functions. These services range from executive recruitment to consultancy in devising HR policies to attract and retain the best talent. It includes servicing niche recruitment needs to RPO. We offer multiple solutions under one roof.
BLACK TURTLE is headquartered in Mumbai and has presence across seven cities in the country. It has over 50 consultants spread across with Mumbai being the PDC (Principal Delivery Centre).
BLACK TURTLE offers a wide range of services spread across various industries and functions. These services range from executive recruitment to consultancy in devising HR policies to attract and retain the best talent. It includes servicing niche recruitment needs to RPO. We offer multiple solutions under one roof.
BLACK TURTLE is headquartered in Mumbai and has presence across seven cities in the country. It has over 50 consultants spread across with Mumbai being the PDC (Principal Delivery Centre).
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Lead Quantitative Analyst - Cash Equities Quants
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