Techno Quant Analyst
- Sbicap Securities
- 5 - 7 years
- Mumbai
- 1 month ago
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Job Description
Key Responsibilities:
- Systematic Strategy Development: Be able to design and implement rule based Positional Equity Strategies using Python, incorporating advanced regime-switching filters, volatility conditioning, and momentum factors to navigate diverse market cycles
- Be able to undertake Quantitative Research by using Multi factor model development, Statistical & ML Methods, Quantamental Strategy Integration, Alternative Data Analysis & AI Automation for all asset classes across multiple economic regimes
- Alpha Research: Be able to conduct deep dive research into factor momentum and volatility descriptors to optimize entry / exit timing and enhance alpha generation across different market cycles
- Back Testing & Validation: Develop automated frameworks to back test strategies (e.g. Trend following or Mean reversion) using multi year historical data to ensure statistical significance and robust drawdown protection
- Sector Leadership Identification: Utilize Relative Rotational Graphs (RRG), Ratio Charts, and Relative Strength Models to identify sectoral shifts and provide a top down view for institutional capital allocation and to identify structural shifts and outperformers
- Global Macro Technical Integration: Perform inter market co relation analysis (Commodity, Currency, Bond Yields & Equity Markets) to provide actionable insights from both a short-term trading and long-term investment perspective into the equity markets
- Pattern Recognition: Develop time series algorithms to detect complex technical patterns in Equities, Futures & fixed Income, translation raw price action into actionable data driven insights
- Also, be able to develop understanding of quantitative trading models, focusing on approaches tailored to equities, and derivatives across global markets & develop algorithms to detect patterns in Price action & time series for equity markets, enabling data driven insights for trading focusing on trend following, momentum and range bound behavior
- Dynamic Hedging Solutions: Provide data-driven hedging recommendations using F&O Greeks and correlation based pair trades to protect institutional portfolios during high volatility events
- Optimization & Attribution: Lead the construction of multi asset portfolios using quantitative fundamental research, ensuring rigorous Trade Level Attribution and benchmark relative performance evaluation
- Increasing Efficiency by usage of Big Data: Be able to build and maintain automated data pipelines and live feed integrations using Python (& other languages), Bloomberg, and Trendlyne, aiming to reduce research cycle times & increase efficiency in using big data
- Screener Development: Design proprietary Techno-Funda screeners to eliminate manual scanning, providing real time alerts on high probability institutional setups
- Thematic Research: Transform Big Data crunching into high conviction Sectoral Thematic reports, offering a unique edge to institutional desks
- Institutional Advisory: Act as a subject matter expert in client webinars and investor awareness sessions, translating complex quantitative output into high impact presentation materials and pitch desks
Job Classification
Industry: Financial Services (Broking)Functional Area / Department: BFSI, Investments & TradingRole Category: Trading, Asset & Wealth ManagementRole: Trading, Asset & Wealth Management - OtherEmployement Type: Full timeContact Details:
Company: Sbicap SecuritiesLocation(s): Mumbai
Keyskills: Strategy Development Institutional Advisory Quantitative Research Python Alpha Research Thematic Research Hedging Screener Development Price Action Quantitative Backtesting
Sbicap Securities
SBI Securities Ltd. is the embodiment of trust and reliability in the world of investment solutions. We are proud to be a wholly-owned subsidiary of SBI Capital Markets Ltd and a part of the State Bank Group, India's largest and most trusted banking conglomerate. With a rich legacy and unparalleled...
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