Algo Trader

Department: Trading
Experience: 2-4 Years
Reporting to: Team Manager

Responsibilities:

  • Back testing algorithmic trading strategies
  • Transaction cost analysis of client orders and trades
  • Principal Accountabilities
  • Quantitative analysis of algorithmic client order executions
  • Microstructure research of equity markets
  • Backtest improvements to existing algorithmic trading strategies
  • Ad-hoc quantitative research for electronic clients
  • Alpha modeling for algorithmic trading strategies

Knowledge & Experience / Qualifications:

  • Graduate / post-grad qualification from a top tier university in applied mathematics or statistics or engineering
  • Experience in python, Java, C++ or other programming languages
  • Experience with databases – KDB, MongoDB
  • 2-6 years- experience working with financial data or tick data
  • Spreadsheet development experience (Excel and VBA)
  • Make an Algorithmic Strategies for Proprietary Desk to trade in Exchanges in every segment like Equity, F&O Currency and Commodities.
  • Responsible for Algorithm Strategy Approval with Indian Exchanges NSE, MCX and BSE.
  • Responsible for the performance of an algorithm, from observing & analyzing to implementing & testing then deploying in the live market.
  • Other day to day activities included monitoring Data Feeds, Exchange Connectivity and Live Strategies; root cause analysis and resolution of real time production issues on Infra as well as Strategy side.
  • Designed, Developed and Deployed cutting-edge Algorithmic Trading Strategies on High Frequency Low Latency Trading Platform ( FlexTrader ) 
  • All the strategies were built using C/C++ programming languages in LINUX/UNIX environment.

Apply for this position

Allowed Type(s): .pdf, .doc, .docx, .rtf