• Vice President - Algorithmic Trading - Model Development/Validation - Investment Bank Jobs in Gurgaon,India

  • Mancer Consulting Services
  • Save Job
  • 15 - 18 Years
  • Posted : above 1 month

Job Description:

We are looking for Vice President Algorithmic Trading (Model Development / Validation ) for Global Investment Bank

This VP is equivalent to Director of other Investment Banks since my client Corporate Hierarchy is different

Responsibilities

Vice President Senior Quantitative Financial Analyst will assist in the validation of models used within the Algorithmic Trading businesses for all asset classes

Successful candidate will be responsible for validation of model by assessing the criticality of the model use, their documentation including conceptual soundness, data integrity and testing

Successful candidate is also responsible for formal model validation reports and who can communicate findings to model owners, developers and senior management

Candidate Profile

- Desired candidate must have 15 years of total work experience, out of which minimum 10 years of relevant experience in Model Development / Validation

- Masters or PhD degree in Statistics or Mathematics or Financial Mathematics or Economics etc

- Desired candidate must have 10 years of experience in quantitative modeling or validation

- Candidate must have experience in critical modeling components used in Algorithmic trading and validate them according to guidelines such as SR 11-7

- Ability to evaluate models performance through regular ongoing monitoring performance and assess continuous satisfactory performance of the models used in Algorithmic trading through different market cycles

- High level knowledge of the most common type of models used within the electronic trading business including trading cost models, order imbalance models, risk models, optimization models, etc

- Working knowledge of array processing languages for high frequency data such as Q and knowledge of Kdb databases

- Working knowledge of high level programming languages such as Java, C++, Python, R, etc

Pankaj Pandey

Profile Summary:

Employment Type : Full Time
Salary : 1400000-2000000 P/A
Deadline : 02nd Nov 2019

Key Skills:

Company Profile:

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