Skill: c , sql , java , c# , python , technology , environment , infrastructure; Exp: 3-6 years; Job Id 210 Job Title Research Analyst – Mumbai Industry Banking, Financial Servcies & Insurance Functional Area R&D / Engineering Design Salary 12 Lac – 16 Lac About the Client The company is one of the Cutting-edge hedge fund research company. By adopting a systematic approach, the company is ready to launch three strategies (Equity market neutral, CTA Trend-following and Equity Event) by Q1 2014. The objective of the company is to offer a broad range of Alternative Risk Premia products, at lower cost and expense than hedge funds. The company has a strong research team supported by institutional quality organization and has office in India and one in US. The company also plans to set up Electronic trading infrastructure by Q4 2013. The company continues to conduct research into the Alternative Risk Premia inherent in hedge fund returns. Job Description The Research Analyst will be responsible for the development of the research infrastructure for the derivatives based trading strategy. The candidate would be responsible for generation of trading ideas and portfolios. This role involves understanding and developing various aspects of investment strategy management like generation of trades, portfolio construction, risk analysis, performance analysis and environment analysis. The responsibilities will include the following *Reading of research papers and journals to identify research ideas *Develop and test trading strategies and ideas. Build analytics for back testing of trading signals and new ideas. *Build analytics for construction and analysis of portfolios. *Build analytics for risk, performance and environment analysis of portfolios. *Responsible for execution and trading of the investment strategy. Desired Candidate Profile *Bachelors, Masters or PhD in Computer Science, Mathematics, Statistics, Engineering, Physics or similar disciplines from the Indian Institute of Technology (IIT), Indian Statistical Institute or similar. *At least 3 Years of Quantitative Research experience. Any experience related to option pricing or derivatives valuation would be beneficial. *Excellent mathematical skills *Very strong programming skills in one of the following Python, C , C# or Java. SQL knowledge would be beneficial. *Excellent written and oral communication skills.
Function: IT Software : Software Products & Services