Sr Quantitative Research
Company Profile:
Greenland Investment Management is a Mumbai headquartered global hedge fund manager managing assets in excess of USD 1 billion. We manage one of the 10 largest dedicated commodity hedge funds globally. We specialize in cross-market arbitrage strategies across commodities and currencies, investing globally across 40+ markets. We employ a purely quantitative approach using our proprietary bigdata research systems to systematically create consistent alpha generating strategies. Our extensive network of globally interconnected and exchange co-located servers along with our low latency trading platforms allow us to algorithmically capture these market inefficiencies across
Job Profile:
Quantitative Research Analysts are part of the core front-office personal working directly with the Founder and CIO to deliver PNL for the firm. The goal is to develop a diversified set of scalable automated trading arbitrage strategies that deliver consistent low-risk alpha. Quantitative Research Analysts can have an outsized impact as any strategy they develop which is deployed in production has a minimum capacity of at least USD 100 million notional.
Responsibilities:
- Building deep fundamental understanding of arbitrage relationships between securities
- Researching automated arbitrage trading strategies using a range of historical fundamental data,
price and volume inputs
- Researching portfolio construction and risk allocation techniques
- Back-testing ideas using historical tick-by-tick data
- Implementing promising strategies into the live market in our low latency environment
- Evaluating strategy performance, making improvements and scaling up successful strategies
- Responsible for the end-to-end PNL and risk management of the strategy
Skills Needed:
An ideal candidate will have the following skillset:
- Top performer with a computer / electrical engineering degree from a top-tier institution
- Strong programming ability in Python
- Strong understanding of SQL databases
- Prior experience in automated trading strategy development with a top HFT firm / hedge fund
preferred
- Good understanding of financial markets and statistics
- Hard working with an attention to detail
- Strong communication skills in English and ability to work independently
Job Location- Worli, Mumbai
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What We Do
Greenland Investment Management is a Mumbai-based systematic investment manager managing over USD 1.5 billion in assets. We specialize in trading systematic commodity strategies traded across all major global exchanges. We combine proprietary data, quantitative research, cutting-edge low latency trading technology and a deep fundamental understanding of commodity markets to deliver superior alpha. Our investor base consists of top-tier global institutional investors. We invest significant proprietary capital in our funds alongside our investors to maintain a strong alignment of interests. We are always on the lookout for exceptional talent to join our close-knit team. Please reach out if you would like to explore possibilities.
