Quantitative Developer

LOOKING FOR PEDIGREE COLLEGES (IITs or Premium Colleges)

Role: Quant Development (1 year to 4 years)

Department: Development

Algo Strategies team (Mumbai) is a part of the Global Quants team which is spread across. The Mumbai team consists of people with highly numerate backgrounds such as B.Techs, M.Techs in electrical engineering, computer science engineering, Masters or PhDs in Statistics, Maths, Quantitative Finance and Physics. All members of the team are proficient in some programming language.

The Algo team supports various index structuring business verticals and directly works with traders and structurers on developing index calculators and scripting new indexes in the proprietary Minerva/Sirius platform. The candidates will get exposure to index construction methodologies for various asset classes (Rates, FX, commodities, Credit) and will have to script these indexes in Minerva/Sirius platform.

In addition, the team also works in in developing systematic trading strategies and execution algorithms, derivative pricing and modelling of bond/bond derivatives.

Proficiency in programming languages such as Python, Java, C, C++, C# is a plus. Candidates should have interest in number crunching and should have an aptitude for analyzing in detail vast amounts of data.

Role & Responsibilities:

We are looking to hire quants to work on our platform for cross-asset indices involving Rates, FX, Commodities, Equity etc. This position is for talented programmers with experience in trading business and related fields with an inquisitive spirit and extensively contribute to the platform.

The role involves -

• Working in close tandem with global structuring desk facing aggressive deadlines for index development and maintenance
• Working on developing new ideas and strategies for Index business
• Work in close collaboration with the global teams to develop scripts for indices across various asset class
• Ensuring correct publication of indices and supporting queries regarding legacy calculators
• Development of new indices/features in legacy platforms
• Enhancement and bug fixes for Index development platform
• Bespoke analysis for client and trading queries
• Overseeing the ongoing performance of deployed indices through reactive and proactive support, monitoring and reporting