Company Name : Top Data Analytics Company
Position : Senior Quant Analyst (Python)
Exp. : 5 years 8 years
Job Location : Gurgaon
Company Brief:
It is a global professional service provider offering research, analytics, and data management services. Theyre powered by mind+machine, a unique combination of human expertise and best-in-class technologies enabling us to design and manage needs-tailored processes for our clients. They generate and harness insights on a large scale, building eciencies that save resources and help our clients maintain their competitive advantage
Job Description
The RQS team is looking for a Senior Quant Analyst (Python) to support clients equity derivatives structuring teams focused on developing, pricing, and marketing trading strategies.
Key Responsibilities
- Lead and support a team of python coders
- Liaise with stakeholders in quants, trading, technology, and control functions teams to understand requirements
- Design, develop, and implement technical solutions capturing business requirements
- Develop technical solutions to help ensure efficient automation of back-testing tools and pricers
- Code new back-tests of indices in Fixed income
- Automate processes such as reconciliation, publication, and reporting
- Improve existing infrastructure and develop tools for day-to-day risk management and trading position
- Work with database teams to implement logical rules for data checks, controls, and alerts to achieve the highest level of accuracy in a timely manner
- Support existing infrastructure and calculation of investable indices
- BAU support of index strategies and risk management
Essential Skill Set
- Proven experience as a Python programmer. Experience working with databases such as SQL, KDB, MariaDB
- Experience in compiling and / or scripting languages such as Python, and C, C++
- Experience with advanced MS Excel programming
- Strong quantitative, analytical, and problem-solving skills
- Self-starter with the ability to innovate, work independently and as part of a team in the development of new ideas and concepts
- Ability to solve complex mathematical and statistical problems with exposure to time series analysis
- Strong interpersonal communication skills • Ability to manage multiple priorities and tight deadlines
- Experience in interacting with international clients
- Ability to lead team
Preferred Skill Set (this is a Bonus not Essential)
- Broad understanding of various capital markets asset classes
- Capital markets experience/knowledge and understanding of trading mechanics of fixed income markets
- Experience of Risk Premia / systematic trading strategies businesses is desirable
- Exposure to derivative pricing and equity options
Education and Experience
- B. Tech / M. Tech / MBA / CFA / FRM / Masters or bachelors in applied mathematics / Physics / Engineering Science or any other quantitative degree.
- Exposure to the financial services industry, preferably in quantitative strategies
- 6+ years of relevant work experience
Please share the following details (mandatory for short-listing) you are requested to answer all the questions:
- Total Experience (Mention in years)
- Relevant Experience (Mention in years):
- Your Notice Period (official / needs to serve)?
- If serving Notice, then Last working day (LWD) ?
- Present location(in pandemic)?
- Present Job location?
- Current Salary (Fixed and Variable-mention separately)?
- Expected Salary?
- Offer in hand(if any / (Mention CTC Fixed and Variable-mention separately) ?
- Job location of the offer in hand/ Date of Joining the new company.
- Reason for change?
- Reporting to (Designation of the person) :