Quantitative Researcher - sell-side

Job Description:

• Research, develop, and implement financial models and trading strategies for securities (e.g., equities, bonds, options, futures).
• Analyze large datasets to identify patterns, trends, and market inefficiencies.
• Build and optimize mathematical models for pricing, risk management, and execution.
• Collaborate with traders and developers to integrate models into the trading platform.
• Back-test and validate strategies using historical data to ensure robustness and profitability.
• Monitor live trading performance and refine models based on real-world results.
• Stay up-to-date with market trends, academic research, and industry developments in quantitative finance.
• Work closely with risk management teams to ensure strategies comply with risk limits and regulatory requirements.

Qualifications:

• Advanced degree in Quantitative Finance, Mathematics, Physics, Computer Science, Engineering, or a related field.
• 3-5 Years or above quantitative research, trading or related experience.
• Strong quantitative and analytical skills, with a deep understanding of probability, statistics, and linear algebra.
• Proficiency in programming languages such as Python or R for quantitative analysis and model development.
• Experience with data analysis, machine learning, and statistical modeling techniques.
• Knowledge of financial markets, securities, and trading concepts (e.g., market microstructure, arbitrage, portfolio optimization).
• Knowledge of machine learning techniques and their application in trading.
• Familiarity with back-testing frameworks and tools.
• Strong problem-solving skills and the ability to work in a fast-paced, high-pressure environment.