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.
