About this role
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 object-oriented 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
• 0-5 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.