Sr Quantitative Research
Company Profile:
Greenland Investment Management is a Mumbai headquartered global hedge fund manager managing assets in excess of USD 1 billion. We manage one of the 10 largest dedicated commodity hedge funds globally. We specialize in cross-market arbitrage strategies across commodities and currencies, investing globally across 40+ markets. We employ a purely quantitative approach using our proprietary bigdata research systems to systematically create consistent alpha generating strategies. Our extensive network of globally interconnected and exchange co-located servers along with our low latency trading platforms allow us to algorithmically capture these market inefficiencies across
Job Profile:
Quantitative Research Analysts are part of the core front-office personal working directly with the Founder and CIO to deliver PNL for the firm. The goal is to develop a diversified set of scalable automated trading arbitrage strategies that deliver consistent low-risk alpha. Quantitative Research Analysts can have an outsized impact as any strategy they develop which is deployed in production has a minimum capacity of at least USD 100 million notional.
Responsibilities:
- Building deep fundamental understanding of arbitrage relationships between securities
- Researching automated arbitrage trading strategies using a range of historical fundamental data,
price and volume inputs
- Researching portfolio construction and risk allocation techniques
- Back-testing ideas using historical tick-by-tick data
- Implementing promising strategies into the live market in our low latency environment
- Evaluating strategy performance, making improvements and scaling up successful strategies
- Responsible for the end-to-end PNL and risk management of the strategy
Skills Needed:
An ideal candidate will have the following skillset:
- Top performer with a computer / electrical engineering degree from a top-tier institution
- Strong programming ability in Python
- Strong understanding of SQL databases
- Prior experience in automated trading strategy development with a top HFT firm / hedge fund
preferred
- Good understanding of financial markets and statistics
- Hard working with an attention to detail
- Strong communication skills in English and ability to work independently
Job Location- Worli, Mumbai
Top Skills
Greenland Investment Management Mumbai, Maharashtra, IND Office
Paragon Center, Pandurang Budhkar Marg, Worli, C-3, Mumbai, Maharashtra, India, 400013
