Quantitative Research Analyst Job in Dolat Capital

Role & Responsibility

• Contributing to original research on quantitative indicators/models that drive the construction of high-frequency trading strategies, that we trade in production
• Developing trading strategies, from idea generation and data collection to analysis and model creation
• Extract predictive signals from financial data through statistical analysis methods
• Assist software developers to translate research strategies into production software
• Optimize the order execution and risk management of our trading system
• Analyze a large amount of data and develop prediction algorithms/regression models and implement them in C++, R, Matlab and python environments
• Formulate and apply mathematical modelling techniques to enhance existing trading strategies and perform innovative new research with the goal of identifying and capturing trading opportunities
• Automate human-decision based trading strategies; prototype algorithmic trades from trading ideas
• Applying analytical and simulation techniques to analyze model performance

Must Haves

• A strong academic record with a preference for a master s/PhD degree in a quantitative discipline computer science, mathematics, physics, statistics, or a related discipline
• A demonstrated capacity to do first-class research & experience in tackling in-depth research projects.
• Strong computer programming skills and experience working with data.
• Understanding in at least some of the following areas: time-series analysis, statistical estimation, Bayesian techniques, scenario analysis, numerical optimization and optimal control.
• A curiosity for model development and experience handling large data sets
• Strong problem-solving and statistics skills
• The proactive ability to take the lead on assignments and deliver practical research results in a timely manner
• Can advocate for your beliefs in a concise and effective way with the team
• Creativity, solid analytical skills and attention to detail.
• The ability to communicate complex ideas clearly.