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Tier-1 brand, metro location, and mid-level experience amplify applicant competition.
Specialized equity market and quantitative analytics experience limits cross-industry transferability.
Explicit 4–6 years, finance domain expertise, and technical/KDB requirements make filters strict.
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Collaborate with global Quantitative Research teams to apply algorithmic trading knowledge to reduce execution slippage and enhance algo performance via bespoke Transaction Cost Analysis (TCA).
Conduct equity market structure research and analysis, including market impact, dark liquidity, smart order routing, and algorithmic order placement.
Work primarily during Asia hours based in Mumbai, developing data processing pipelines and enriched datasets from diverse internal and external sources.
4-6 years of financial sector experience with direct practical experience in equity markets.
Bachelor's or Master's degree in Finance, Economics, Mathematics, or equivalent (CA, CFA, FRM, MMS, MBA); Engineering degree preferred.
Proficiency in data analysis at scale and experience with high-level programming languages such as Python or R.
Strong written and verbal communication skills with practical expertise in building data pipelines; knowledge of Linux and shell scripting is a plus.
Experience working in quantitative roles requiring deep analytical skills and complex problem decomposition related to equity markets or algorithmic trading.
Comfortable operating in a data-driven, research-intensive environment interfacing with global teams during Asia hours.
Technically skilled in programming and data engineering with familiarity of equity and equity derivative products and market microstructure nuances.