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++