Requirements:
· 3-7 years of experience in building quantitative trading strategies.
· Medium Frequency Trading.
· Experience with trading in Indian Markets.
· PnL track record of live strategies with excellent metrics.
· A degree from a top Indian university (or from other leading universities in the world) in a highly analytical field, such as Mathematics, Computer Science, Physics, Electrical Engineering, or Financial Engineering.
· A strong background in data structures, algorithms, and object-oriented programming.
· Proficiency in Python/R, C#/C++.
· Quantitative aptitude and research-oriented mindset.
· Strong work ethic.
Benefits
· Front-office role with an extremely competitive salary
· Exposure to cutting-edge research in computer science, mathematical finance, and portfolio
management
· Opportunity to be an integral part of a hedge fund that is looking to expand to new geographies
and asset classes
· Freedom to research and implement interesting ideas in the fields of machine learning, neural
networks and mathematical finance
· Meritocratic, collegial, and entrepreneurial culture