Quantitative Research Strategist
4 days ago
Greenland Investment Management is a leading global hedge fund manager headquartered in Mumbai, with assets under management exceeding USD 1 billion. As one of the 15 largest dedicated commodity hedge funds globally, we specialize in cross-market arbitrage strategies across commodities and currencies, investing in over 40 markets worldwide.
We employ a proprietary big-data research approach to systematically create consistent alpha-generating strategies. Our extensive network of interconnected servers and low-latency trading platforms enable us to algorithmically capture market inefficiencies across asset classes.
Job OverviewAs a Quantitative Research Strategist, you will be part of our core front-office team, working closely with the Founder and CIO to deliver portfolio net returns for the firm. Your goal will be to develop diversified sets of scalable automated trading arbitrage strategies that deliver consistent low-risk alpha.
You will have a significant impact on our business, as any strategy you develop and deploy will have a minimum capacity of at least USD 100 million notional.
Key Responsibilities- Build a deep understanding of arbitrage relationships between securities.
- Research and develop automated arbitrage trading strategies using historical fundamental data, price, and volume inputs.
- Explore portfolio construction and risk allocation techniques.
- Back-test ideas using historical tick-by-tick data.
- Implement promising strategies in our live market environment.
- Evaluate strategy performance, make improvements, and scale up successful strategies.
- Ensure end-to-end PNL and risk management of the strategy.
To succeed in this role, you will need:
- A strong background in computer or electrical engineering from a top-tier institution.
- Excellent programming skills in Python.
- A solid understanding of SQL databases.
- Prior experience in automated trading strategy development, preferably with a top HFT firm or hedge fund.
- A good understanding of financial markets and statistics.
- Strong communication skills in English and the ability to work independently.
Roughly ₹25 lakhs to ₹35 lakhs per annum, depending on your experience and qualifications.
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