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Quant Analyst
Futures First info Services
posted 1 week ago
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Fixed timing
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Job Description
Quant Analyst (Position # #3001_QA_FI_APAC )
Position Summary
Location Gurugram, India
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We are seeking a highly motivated and analytical Quant Analyst to join Futures First. The role involves supporting development and execution of quantitative strategies across financial markets.
Job Profile - Statistical Arbitrage & Strategy Development
- Design and implement pairs, mean-reversion, and relative value strategies in fixed income (govvies, corporate bonds, IRS).
- Apply cointegration tests (Engle-Granger, Johansen), Kalman filters, and machine learning techniques for signal generation.
- Optimize execution using transaction cost analysis (TCA).
- Correlation & Volatility Analysis
- Model dynamic correlations between bonds, rates, and macro variables using PCA, copulas, and rolling regressions.
- Forecast yield curve volatility using GARCH, stochastic volatility models, and implied-vol surfaces for swaptions.
- Identify regime shifts (e.g., monetary policy impacts) and adjust strategies accordingly.
- Seasonality & Pattern Recognition
- Analyse calendar effects (quarter-end rebalancing, liquidity patterns) in sovereign bond futures and repo markets.
- Develop time-series models (SARIMA, Fourier transforms) to detect cyclical trends.
- Back testing & Automation
- Build Python-based back testing frameworks (Backtrader, Qlib) to validate strategies.
- Automate Excel-based reporting (VBA, xlwings) for P&L attribution and risk dashboards.
Integrate Bloomberg/Refinitiv APIs for real-time data feeds.
Requirements Education Qualifications
- B.Tech
Work Experience
- 0-3 years
Skill Set
- Must have: Strong grasp of probability theory, stochastic calculus (Ito s Lemma, SDEs), and time-series econometrics (ARIMA, VAR, GARCH).
- Must have: Expertise in linear algebra (PCA, eigenvalue decomposition), numerical methods (Monte Carlo, PDE solvers), and optimization techniques.
- Preferred: Knowledge of Bayesian statistics, Markov Chain Monte Carlo (MCMC), and machine learning (supervised/unsupervised learning)
- Libraries: NumPy, Pandas, statsmodels, scikit-learn, arch (GARCH models).
- Back testing: Backtrader, Zipline, or custom event-driven frameworks.
- Data handling: SQL, Dask (for large datasets).
- Power Query, pivot tables, Bloomberg Excel functions (BDP, BDH).
- VBA scripting for various tools and automation.
- Experience with C++/Java (low-latency systems), QuantLib (fixed income pricing), or R (statistical l).
- Yield curve modelling (Nelson-Siegel, Svensson), duration/convexity, OIS pricing.
- Credit spreads, CDS pricing, and bond-CDS basis arbitrage.
- Familiarity with VaR, CVaR, stress testing, and liquidity risk metrics.
- Understanding of CCIL, NDS-OM (Indian market infrastructure).
- Ability to translate intuition and patterns into quant models.
- Strong problem-solving and communication skills (must explain complex models to non-quants).
- Comfortable working in a fast-paced work environment.
Location: Gurugram, Work hours will be aligned to APAC Markets.
Employment Type: Full Time, Permanent
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What people at Futures First info Services are saying
Quant Analyst salary at Futures First info Services
reported by
13
employees
₹9
L/yr - ₹17
L/yr
28%
less
than the average Quant Analyst Salary in India
View more details
What Futures First info Services employees are saying about work life
based on 128 employees
Strict timing
Monday to Friday
No travel
Day Shift
Futures First info Services Benefits
Submitted by Company
Team Outings Health Insurance Job Training
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