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Tier-1 brand, metro location, and mid-level 4–6 year requirement increase competition despite niche quant skills.
Role requires equity markets experience and niche tools like KDB+ and TCA expertise, limiting cross-industry transferability.
Explicit 4–6 years requirement plus equity markets experience and technical data skills raise strictness.
Conduct in-depth Transaction Cost Analysis (TCA) to enhance algorithmic trading performance.
Perform bespoke client trading analysis and market structure analysis to support equity trading strategies.
Maintain and analyze trading and referential data for internal and global Quantitative Research teams operating on London hours.
4-6 years of experience in the financial sector 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.
Proficient in mathematical/high-level programming languages such as Python or R.
Strong practical mastery of data analysis at scale and experience in constructing data processing pipelines from diverse data sources.
Experienced working with global quantitative research teams in equity markets, comfortable with London working hours from Mumbai.
Demonstrated analytical capabilities to decompose complex problems and present actionable solutions in trading contexts.
Familiarity with equity and equity derivatives products and experience with Linux, shell scripting, and database technologies such as KDB+, Sybase, or Microsoft SQL Server.