Quantitative Portfolio Manager - Trading (2-7 yrs)

- We are looking forward for a suitable candidate for the position of Quantitative Portfolio Manager role for Mumbai Location.

- As a Quantitative Portfolio Manager, you will be work towards building and running your trading book. The focus will be on generating absolute return with an attractive return and risk profile.

- The candidate will be involved in all stages from generating fresh research ideas to final implementation in a trading book and live monitoring of performance and risk management.

Key Responsibilities:

- Manage researchers who will assist in developing new trading strategies

- Manage analysts who will be responsible for operations of live trading of the portfolio

- Functional Responsibilities Create, manage and trade a multi-million dollar portfolio (>$10mn to start with) using a bouquet of systematic strategies (of any asset classes and geographies)

- End to end ownership of all strategy creation, portfolio allocation and trading activities

- Taking active decisions in changing portfolio's orientation and risk profile based on market environment

- Continue to develop consistently profitable strategies and work towards improving the existing one

Job Requirements:

Qualifications:

- Strong academic background from top tier institution with specialization in either mathematics, computer science or statistics

- Experience At least 3 years' experience of quant research

- 2+ years of live trading experience of managing a large trading book independently across styles and frequencies for a fund/prop desk equivalent.

- Stable and consistent live track record, generating sharpe ratios > 1.5 in live trading

- In depth understanding and working knowledge of various quantitative and statistical techniques

- Hands on experience of programming in R/Python/C++ / Java, etc

- Good macro understanding of market dynamics of various asset classes and how they change over time