Quant Analyst, Agency MBS

AlphaGrep Securities Private Limited is a proprietary trading firm focused on algorithmic trading in asset classes across the globe. We cover the global markets by leveraging and integrating technology, risk management and quantitative research.

We are one of the largest firms by trading volume on Indian exchanges, and have significant market share on several large global exchanges as well. We use a disciplined and systematic quantitative approach to identify factors that consistently generate alpha. These factors are then coupled with our proprietary ultra low latency trading systems and robust risk management to develop trading strategies across asset classes (equities, commodities, currencies, fixed income) that trade on global exchanges. 

AlphaGrep Securities seeks a Quant Analyst, who will be part of trading group which executes fast algorithmic strategies based on market behaviour. 

Responsibilities:

• Identify, maintain, and enhance trading strategies and business opportunities for our market making Algorithmic trading teams
• Analyze trading performance and financial time series data with fundamental statistical theories
• Use systematic and data-driven approach to automate trading strategies
• Financial model construction, back-testing, maintenance and improvement
• Collaborate cross-functionally with the technology team to understand, maintain, and improve our electronic trading systems
• Ability to manage risk and detailed knowledge of all risk procedures

Qualifications:

• Bachelors/Masters/PhD degree from Top tier institute
• Experience with Data Analysis, Market Research and Data Modelling (a plus)
• Software Development experience, preferably in C++, Python or R/Matlab
• The ability to manage multiple tasks in a fast-paced environment
• Strong communication skills
• A working knowledge of Linux/Unix

Why You Should Join Us?

• Great People.We‚Äôre curious engineers, mathematicians, statisticians and like to have fun while achieving our goals.
• Transparent Structure.Our employees know that we value their ideas and contributions.
• Relaxed Environment.We have a flat organizational structure with frequent activities for all employees such as yearly offsites, happy hours, corporate sports teams, etc.
• Health & Wellness Programs.We believe that a balanced employee is more productive. A stocked kitchen, gym membership and generous vacation package are just some of the perks that we offer our employees.