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| Job Location | Mumbai City |
| Education | Not Mentioned |
| Salary | Not Disclosed |
| Industry | Banking / Financial Services |
| Functional Area | Operations Management / Process Analysis,Quality (QA-QC) |
| EmploymentType | Full-time |
The mandate of the group is to support and drive the transformation of the Equities business, with a wide range of responsibilities covering: trading, risk management and hedging automation and optimization; analyze and develop systematic trading & hedging strategies, rationalization of sales/structuring/trading workflows. The group also acts as a culture carrier for modern data-driven business methods and brings data-driven decision making and automation to the Equity businesses.Systematic Trading QR roleThe Asia Systematic Trading Quantitative Research team is looking to expand its footprint in India.Talented candidates with a good blend of Mathematics, Computer Science and Financial Products knowledge will have the opportunity to join a dynamic team sitting at the heart of our Trading activities.As a member of the team, you will focus on computer assisted decision making solutions that supports price making activities as well as risk hedging activities.Job ResponsibilitiesPartner with Trading, Tech and other Quant teams to define priorities for pricing, hedging and risk management tools used on a daily basisDevelop and support data-driven decision making tools leveraging in-house analytics and prediction models; build fully automated systems with a high degree of quantitative optimizationProactively expand product, model and technical knowledge required to excel in the roleSelection criterionThe ideal candidate is expected to have strong problem solving skills, with some prior experience or expertise in Maths, Computer Science or Financial products.Candidates will also be assessed on their ability to understand requirements and communicate their approach and solutions to the stakeholders.Last but not least, candidates need to show their ability to learn all the various aspects of trading (including processes related to controls).Key qualificationsA Bachelor or above in a quantitative disciplineExperience with Python and relevant quantitative packages (numpy, pandas)Experience with relational data (eg SQL queries)Experience with typescript/React/Javascript for user interfaceExperience/Interest in derivatives products and pricing technics (Forwards, Swaps, Options)Not required but a plusExperience/Interest in market making techniques and algorithm developmentTechnical skills in data manipulation, extraction and analysis (eg Q function in KDB),
Keyskills :
risk management toolsrisk managementdata manipulationfinancial productsquantitative researchoptimization strategiesquantitative managementsqlriskexcelpythondatadriven decision making