Assistant Vice President - Quantitative Investment Strategy (2-5 yrs)

BE, BTech, MS in Math/Statistics form a top-tier institution ONLY

PLEASE DON'T APPLY IF YOU DO NOT FULFIL THE ABOVE CRITERIA.

KRA's:

- Develops and conducts the marketing of thematic/tactical trade ideas involving derivatives on Indices/ ETFs/ single stocks/ VIX, both directionally and from a volatility relative value perspective

- Researches and publishes on systematic alpha and hedging strategies, as well as on a wide range of topics which would be of interest to equity derivative investors

- Collaborates with the Structuring team to create innovative algorithmic Quantitative Investment Strategies which are marketed to Institutional clients (Equity MFs, HFs, pension funds/ endowments/ sovereign wealth funds)

- Executes bespoke projects and provides risk management solutions for Institutional clients

- Communicates recommendations and views to sales, trading, clients and other important stakeholders

- Take initiatives to improve quant libraries as maintaining high data quality is essential for research and smooth production of quantitative models

- Work closely with senior analysts in building research datasets for new projects

- Present analysis to senior stakeholders in a clear and concise manner

- Own and drive timely production of quantitative scorecards, signals etc by handling model production, monitoring automation jobs investigating and escalate to Tech support in case of job failures

- Conduct rigorous checks as publishing erroneous data creates reputational risk

- Provide guidance to developers and internal stakeholders on data related issues

- The candidate will be expected to have a critical eye on the established process/systems in order to question them in a positive, productive and efficient way.

Essential Skills/Basic Qualifications:

- B.E., B.Tech, MS in Math/Statistics form a top-tier institution 2 to 4 years of experience in index/quant research and equity derivatives/multi- asset analytics

- Working knowledge of languages such as Python or R would be a plus

- Financial market or academic experience of option markets/theory, with proficiency in quantitative analysis and statistics

- Excellent written and verbal communication skills. Good creativity and ability to work independently or in a team

- Desire to develop a career in Financial & Derivative markets