Quantitative Researcher Equities India
Principal Responsibilities
- Work alongside the Portfolio Manager on developing systematic trading strategies with a primary focus on:
- Idea generation
- Data gathering and research/analysis
- Model implementation and back testing for systematic global equities strategies
- Conduct research across a variety of quantitative trading strategies including but not limited to fundamental events flow statistical arbitrage.
- Conduct research across multiple regions including US Europe Japan and other non US equity markets.
Required Technical Skills
- Strong programming skills in any objectoriented language such as Python and C.
- Strong Linux knowledge.
- Bachelors Masters or PhD degree in a quantitative subject such as Computer Science Applied Mathematics Statistics or a related field from a top ranked university.
Preferred Experience
- 05 years experience within quantitative equity strategies as evidenced by experience at an asset manager or trading groups within a hedge fund.
- For those with no prior experience a relevant internship at a top firm is extremely advantageous.
- Strong experience and understanding of statistical modelling techniques for equities trading.
- Prior experience researching datasets across multiple regions.
Highly Valued Relevant Experience
- Candidates who have prior experience in managing intraday long short equity portfolios are highly valued.