- Design and implement mathematical models for fundamental valuation of securities. The person will need to understand latest research in quantitative finance and implement the same.
- Design, back testing and implementation of trading strategies. Work as part of the portfolio management team to determine the signals and trading strategies to go live with.
- Conduct performance attribution of live portfolios.
- Strong candidates should have 4+ years of work experience and successful track record in quantitative analysis preferably in the capital markets domain.
- Post-Graduate degree in statistics, finance, mathematics, engineering (Computer Science preferred) or other quantitative or computational disciplines
- Experience in using some or all of the following packages: R, SAS, MATLAB, SPSS, CART
- Good written and oral communication skills.
- Strong experience working both independently and in a team-oriented collaborative environment.
Entrepreneurial, self-motivated individual - high energy, high activity levels - passion for working with an innovative, small but rapidly growing company.