Job Description

Reference # : 18-01852Title : Central Risk Book - Ajay
Location : New York, NY
Position Type : Direct Placement
Experience Level : Start Date : 01/24/2017
Assignment Detail
Industry:Financial ServicesJob Category:Quantitative Analysis / Data Science

Eclaro is currently sourcing for a Quant Trading Strategist

Requirements: *Any suitable combination of education, training, or experience is acceptable.

Education Requirement: Preferred Advanced degree (PhD/MS) in Mathematics, Computer Science, Operations Research or related numerical fields

Job Description:

Perform quantitative research for central risk book (CRB) trading. Conduct research in pricing blocks, hedging, portfolio optimization, market microstructure, optimal trading strategies, transaction cost analysis and client flow studies. Apply in-depth data analysis, statistical inference and estimation, programming in Q/C++ programming languages, and use of statistical analysis packages such as R or Python. Develop new trading techniques to enhance performance. Perform custom analytics. Backtest trading techniques, and research ideas for performance enhancements.

Special Requirements:

1. Programming expertise in Q/KDB, Python, R and/or C++ programming languages

2. Experience with data analysis, statistical learning techniques

3. Knowledge of probability theory, statistics and mathematical modeling

4. Practical knowledge in the US equity markets, in particular electronic trading of equities (cash/ETF) and/or futures

5. Theoretical and practical understanding of portfolio optimization, optimal portfolio construction

6. Experience with commercial optimization solvers such as MOSEK

7. Experience in Multi Factor Modeling of risk of portfolios e.g. Barra models

8. Knowledge of market microstructure of the close

9. Experience in ETF pricing, fair value calculations, proxy basket pricing, index arbitrage

10. Experience in quantitative trading, and market making (cash equities and/or ETF)

Application Instructions

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