Are you looking for an exciting opportunity to join a dynamic and growing team in a fast paced and challenging area?
As a Developer algorithm quant- Associate in the Quantitative Research Strategic Indices team, you will be responsible for developing and maintaining new and existing algorithmic trading strategies, understanding valuation and risk management of production trading strategies, and contributing to the SDLC infrastructure of complex tradable strategies. You will also support both Over the Counter and electronic trading activities, assess the appropriateness of quantitative models and their limitations, and work on end-to-end automation and optimization of trading execution.
Job responsibilities:
Develop and maintain new and existing algorithmic trading strategies Understand valuation and risk management of production trading strategies. Contribute to SDLC infrastructure of complex tradable strategies and build analytical tools for risk analysis, identify Profit and Loss deviations and other trade explorations. Support both Over the Counter(OTC) and electronic trading activities by explaining model behavior, any Profit and Loss residuals by identifying major sources of risks in portfolio. Assess the appropriateness of quantitative models and their limitations, and algorithmic strategies identify and monitor the associated model risk. End-to-end automation and optimization of trading execution.Required qualifications, capabilities, and skills:
Advanced degree (PhD, Masters ) in Engineering, Mathematics, Physics, Computer Science and strong programming background with proficiency in Python or C++. Advanced mathematics used in financial modeling including topics such as calculus, numerical analysis, optimization and statistics. Understanding mathematics of valuation for different trading strategies Experienced with object-oriented programming concepts. Demonstrate exceptional analytical, quantitative and problem-solving skill. Excellent communication skills, both verbal and written, can engage and influence partners and stakeholders