Quant Trader - HFT & ML-Driven Strategy Design

The Corporate Institute; Hinoba-an; On-site; PHP 1,200,000 - 1,800,000; Full time

Job summary

The Corporate Institute is seeking a Quant Trader with strong experience in Indian exchanges to design and implement high-frequency strategies using global historic data. You will develop and backtest quantitative models, and push improvements in live trading environments.

Required are a BE/BTech/MS in maths/statistics/financial engineering and 2+ years in investment banking or hedge funds, with solid Python and C++ skills.

Qualifications

• BE, BTech, MS in Maths/Statistics/Financial Engineering from Tier 1 institute.
• 2+ years of relevant experience in investment banking, asset management, hedge fund management.
• Strong knowledge on Machine learning, time-series analysis, pattern recognition, NLP.
• Excellent coding skills in Python, C++, financial engineering.
• Excellent communicator with strong interpersonal skill who can work closely with tech and non tech audience.
• Strong team player who can work in fast paced front office environment.

Responsibilities

• Designing HFT trading strategies using historic global data.
• Plan, develop, implement, and improve quantitative strategies and code.
• Study trading signals, build predictive models and improve existing trading strategies.
• Back testing and implementing trading models in live environment.

Skills

Machine learning

Time-series analysis

Pattern recognition

NLP

Education

BE/BTech/MS in Maths/Statistics/Financial Engineering

Tools

Python

C++

Job description

The Corporate Institute is seeking a Quant Trader with strong experience in Indian exchanges to design and implement high-frequency strategies using global historic data. You will develop and backtest quantitative models, and push improvements in live trading environments.

Required are a BE/BTech/MS in maths/statistics/financial engineering and 2+ years in investment banking or hedge funds, with solid Python and C++ skills.