Quantitative Modeler – High-Frequency Trading – Mumbai
Here is an opportunity to join a new and upcoming High-Frequency Trading firm in Mumbai as a Quantitative Modeler.
- The role will require one to work on:
- Building predictive quantitative models from own insights, reading literature and team discussions
- Analyzing the performance of existing algorithms to enhance their profitability and capacity
- Enhancing the execution strategies including ideas to reduce latency, reduce slippage, and increase fill-ratios.
- Building tools to calibrate and monitor live algorithms.
As a Quant, you:
- Must love mathematics and be outstanding at fundamentals of probability and statistics
- Should have a meritorious background equivalent to top 10% of class at iits or similar institutes preferably from ee or cse.
- Should have thorough experience in programming in python especially pandas, numpy etc.
- May have an edge if sizeable demonstrated projects undertaken using machine learning or deep learning but this is not a pre-requisite
- May have an edge if he or she has an experience of 1 or 2 years in building predictive models at an hft firm, but this is not a pre-requisite