Senior Quantitative Research Analyst

3 months ago


Mumbai, India Greenland Investment Management Full time

Full Time Employees only

Location: Worli, Mumbai


Role Title: Quantitative Research Analyst


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 15 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 big-data 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 asset classes.


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



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