Quant Analyst

- Provide execution analysis (market microstructure), index research (corporate action related index changes and index rebalances), and statistical models (e.g.; pair trades) to Asia Pacific quant, electronic trading, program trading teams.

- Help others understand quant frameworks and enable them to better apply theory to practice

- Contribute to the global quantitative team in developing trading applications for Asian equity markets.

- Build and maintain Asia specific databases for model backtesting and execution analysis.

Background

- Bachelors (masters degree or higher would be a plus) in Chemistry, Finance, Math, Physics, Statistics, or Computer Science

- Experience in database management

- Knowledge of index analysis (ad hoc changes due to corporate actions; e.g., M&A and index rebalances) is highly preferred.

- Knowledge of (experience in) market microstructure preferred but not a must.

Fluency in English is required.

Key Strengths

- Resourceful, flexible and responsive team player.

- Strong sense of commitment to producing quality work.

- Ability to work under pressure and time constraints.

- Strong communication and interpersonal skills.

Technical Skills

- MS Office, Visual Basic, Splus/ R, SQL, C++

This requirement is for one of our one of top MNC banking client and the positions are based in Pune.