Job Description
Roles and Responsibilities
Introduction
Highly reputed systematic quantitative hedge fund located in USA, established in 2013. Our firm specializes in quantitative research and trading of global equity strategies. Our senior management includes former heads of proprietary trading teams, distinguished academics and a highly talented team of traders, computer scientists and researchers.
Technology is at the core of what we do. It is who we are and it is central to our mission. We leverage technology, big data, extensive use of alternative data sets, sophisticated mathematical frameworks including machine learning and natural language processing to construct highly diversified liquid portfolios.
Job Description
We are seeking an Equity Quantitative Research Director- Head of Quantitative Research, India to join our India team. Selected candidate will be responsible for supporting the global quantitative strategy team (American, European, Japanese and India Markets) and will have the opportunity to work with very senior and distinguished members of the Industry globally and be responsible for delivering the Alpha generation strategy for the Firm.
Principal Responsibilities
Research:
Conducts empirical research in equity markets.
Develops and identifies new investment ideas or opportunities.
Research, back test, and code new ideas or improve existing ones
Responsible for quality research project delivery in India
Hiring and mentoring team of Quant Researchers
Organizing research committees
Analysis & development of Alpha generation ideas based on research papers
Evaluation and analysis of equity data sets, alternate data sets for developing Alpha generation models
Management:
Help and guide junior researchers during development and testing phases
Day to Day task management of junior researchers
Work closely with global researchers on research priorities for India.
Help hire and build high caliber research team in India
India research team performance measurement and improvement
Required Knowledge and Skills:
Knowledge of investments and the financial markets, usually acquired by an advanced degree and related experience, is required to analyze investment data and make investment recommendations.
Proven track record as a quantitative researcher in systematic equity space- in any hedge fund, asset management or proprietary trading firm
Presentations skills are needed to communicate research Ideas.
Strong Coding ability in Python, Matlab, R, SQL etc. is assumed.
Expertise in financial econometrics is assumed.
An understanding of Machine Learning, optimization, Transaction Cost modeling or Data visualization is a plus.
5+ years of professional experience in an Equity Based trading environment (prop desk or hedge fund)
Masters or PhD degree in Computer Science, Applied Mathematics, Statistics, or related field
Perks & Benefits:
Excellent Perks & Benefits
Annual Bonus
Medical Insurance, PF, Gratuity
Re-Location Facility
Flexible Timing with 5 days Working environment
Target Start Date
As soon as possible
Job Location
Noida (Delhi/NCR)
Job Classification
Industry: Financial Services
Functional Area: BFSI, Investments & Trading,
Role Category: Investment Banking, Private Equity & VC
Role: Investment Banking, Private Equity & VC
Employement Type: Full time
Education
Under Graduation: Any Graduate
Post Graduation: Any Postgraduate
Doctorate: Ph.D/Doctorate in Electronics/Telecommunication, Statistics, Physics, Computers, Finance, Economics, Maths
Contact Details:
Company: FCS Software Solutions
Address: FCS Software Solutions Ltd. 83, NSEZ, Phase-2, NOIDA, Uttar Pradesh - 201301,India|91-120-222222
Location(s): Noida, Gurugram
Website: http://careers.fcsltd.com
Keyskills:
Time series Calculus
Equity
Quantitative Investment Management
Machine Learning
Fixed Income
MATLAB
FX
Credit
Interest Rate
Cloud Computing
Senior Management
Econometrics
Quantitative Research
Proprietary Trading
Python