Location: Mumbai, Bangalore
Mode: Work from office
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:
- 1. Handling high frequency data/big data and developing statistical and/or machine learning models on the same
- 2. Pre/post trade analytics (including market microstructure research) for execution algorithms
- 3. 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
- You are enthusiastic about knowledge sharing and collaboration
- Your excellent communication skills, both verbal and written, can engage and influence partners and stakeholders
Preferred Qualifications, Skills and Capabilities:
- Prior experience in q/kdb programming
- Orientation towards careful system and solution design and implementation
- Robust testing and verification practices
- Familiarity with LLM-based productivity tools and features
Contact:
Prachi Rasal, 9137403200