Vice President Quantitative Research, Investible Indices

Job Description

Opportunity We are looking for an experienced quantitative strategist to join our team in Mumbai . The Investible Indices and Nexus QR teams mission is to develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and hedge financial transactions based on algorithmic strategies, as well as improve the performance of algorithmic trading strategies and promote advanced electronic solutions to our clients worldwide. We also work closely the trading desks to support hedging and risk management of tradable indices.In addition, we are providing on job training, intensive internal classroom training, and online courses, all given by our experienced quants. Through the diversity of the businesses it supports and the variety of functions that it is responsible for, Quantitative Research group provides unique growth opportunities for you to develop your abilities and your career. We make reasonable accommodations for applicants and employees religious practices and beliefs, as well as any mental and physical health needs or particular family considerations.If you are passionate, curious and ready to make an impact, we are looking for you.Your Impact You ll contribute to the firm s product and technological innovation. Specifically, you ll have the chance to:
• Develop mathematical models for pricing, hedging and risk measurement of tradable strategies ;
• End-to-end automation and optimization of trading execution ;
• Analytical tools for risk analysis and strategy explorations ;
• Platform design, implementation and life-cycle management of complex tradable strategies ;
• Desk-aligned pre & post trade support for bespoke transactions ;
• Platform architecture and development alongside partners in Technology;
• Support both OTC and electronic trading activities by explaining model behavior, identifying major sources of risk in portfolios, carrying out scenario analyses, developing and delivering quantitative tools, and researching for new trading ideas;
• Assess the appropriateness of quantitative models and their limitations, identifying and monitoring the associated model risk;
About You:
• You have a strong coding background with proficiency in Python and standard data-analysis packages such as pandas; proficiency in C++ is a plus.
• You are familiar with object oriented programming concepts.
• You demonstrate exceptional analytical, quantitative and problem-solving skill;
• You understand advanced mathematics arising in financial modeling including topics like numerical analysis, optimization and statistics;
• You re interested in market microstructures and quantitative trading within global markets;
• You understand the different types of risk and you can discuss in detail ways of managing these risks;
• You re interested in applying agile development practices in a front-office trading environment;
• You have good practical knowledge of derivatives pricing and risk management theory, vanilla options and volatility products;
• Your excellent communication skills, both verbal and written, can engage and influence partners and stakeholders; You are good at communicating concepts and ideas, also via documentation, and you are keen to defend their validity and tailor messages to different audiences;
Desirables
• Advanced degree (PhD, MSc or equivalent) in Engineering, Mathematics, Physics, Computer Science, etc;
• Markets experience and general trading concepts and terminology is useful to be familiar with;
• Knowledge of options pricing theory, trading algorithms or financial regulations;
• Orientation towards careful system and solution design and implementation;
• Robust testing and verification practices;
Beyond that, we re interested in the things that make you unique: personal qualities, outside interests and achievements beyond academia and profession that demonstrate the kind of person you are and the differences you could bring to the team.,

Keyskills :
project managementautomationcost controldeliveryltditem response theoryobject oriented programmingfront officerisk analysistrade supportequity indicesrisk management