Senior Quant Trader Youth4 Talent Solutions

The Corporate Institute; Gurugram District; Sur place; INR 4 000 000 - 7 000 000; Plein temps

Résumé du poste

The Corporate Institute in India seeks a seasoned quantitative trader/engineer to develop trading ideas by analyzing market data and market microstructure, and to design and deploy high-frequency trading algorithms on in-house infrastructure.

You will apply cutting-edge statistical and machine learning techniques to identify opportunities from terabytes of data, back-test strategies, and contribute to libraries of analytics for market data analysis.

Qualifications

• Minimum 5 years of experience in Indian Capital market, NSE, BSE, HFT market.
• Experience in Options/ Equity Trading/ Crypto Trading.
• Strong programming in C++ or C.
• Proficiency in Python, R, or Matlab for statistical/ data analysis of HFT data.
• Degree in engineering, mathematics or computer science.

Responsabilités

• Develop trading ideas by quantitatively analyzing market data and market microstructure for patterns.
• Design, implement, and deploy high-frequency trading algorithms.
• Use cutting edge statistical and machine learning techniques to identify opportunities from terabytes of data.
• Investigate, observe and devise new ideas for better and faster predictions.
• Contribute to libraries of analytical computations to support market data analysis.
• Typical strategies deployed include Alpha-seeking strategies and market making.
• Rigorously back-test strategies on in-house research infrastructure.

Formation

Engineering

Mathematics

Computer Science

Outils

C++

C

Python

R

MATLAB

Description du poste

Job Description:

• – Developing tradings ideas by quantitatively analyzing market data and market microstructure for pattens.
• – Designing, Implementing, and deploying high-frequency trading algorithms
• – using cutting edge statistical and machine learning techniques to identify opportunities from terabytes of data
• – Investigate, observe and devise new ideas for better and faster predictions
• – Contributing to libraries of analytical computations to support market data analysis
• – Typical Strategies deployed include Alpha-seeking strategies and market making
• – Rigorously back-test strategies on in-house research infrastructure.

Requirements:

• – Minimum of 5 years of experience in Indian Capital market, NSE, BSE, HFT market
• – Should have worked in Options/ Equity Trading/ Cypto Trading
• – Programming experience in C++ or C
• – Proficiency in Python, R, or Matlab for statestical/ data analysis of HFT Data
• – Strong and Highly education degree in analytical field, such as Engineering, Mathemetics, Computer Sciences