Hi,
Role - VP Electronic Trading / Algorithmic Trading
Exp - 7-12 years
Skills - Algo Trading, Python / R / MATLAB
VP to VP Title
- Analyzing as well as developing mathematical models for systematic quantitative trading
strategies for example Electronic trading Algorithms, Market Making, Index Arbitrage,
Execution Algorithms, Statistical Arbitrage, Portfolio Optimisation and flow recommendation
research
Guiding models through the entire development lifecycle including preparing high qualitydocumentation, and driving the models through the internal model review and approval
process
Overseeing the ongoing performance of deployed models through reactive and proactivesupport, monitoring and reporting
Engineering innovation solutions using a variety of approaches such as time-seriesforecasting predictive modelling, cluster analysis, dimensionality reduction etc.
Develop and manage quantitative analytics to identify the market dislocations and tradingopportunities in FX and Rates markets.
Develop analytics to assist in smarter risk management of the trading booksLay out a formal architecture around which a lot of the tools can be builtOver time, we see this role growing into one where the individual can guide programmers /analysts to contribute to and deepen the platform.
The individual will work very closely with traders across various markets to build a widespectrum of tools.
Systematically analyse all patterns driven by flows in the FX and Rates markets