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Quant Analyst (Position ##3001_QA_FI_APAC)

Location Gurugram, India


Position Summary

We are seeking a highly motivated and analytical Quant Analyst to join Futures First. The role involves supporting development and execution of quantitative strategies across financial markets.

Job Profile

  1. Statistical Arbitrage & Strategy Development 
    • Design and implement pairs, mean-reversion, and relative value strategies in fixed income (govvies, corporate bonds, IRS).
    • Apply cointegration tests (Engle-Granger, Johansen), Kalman filters, and machine learning techniques for signal generation.
    • Optimize execution using transaction cost analysis (TCA).
  2. Correlation & Volatility Analysis
    • Model dynamic correlations between bonds, rates, and macro variables using PCA, copulas, and rolling regressions.
    • Forecast yield curve volatility using GARCH, stochastic volatility models, and implied-vol surfaces for swaptions.
    • Identify regime shifts (e.g., monetary policy impacts) and adjust strategies accordingly.
  3. Seasonality & Pattern Recognition 
    • Analyse calendar effects (quarter-end rebalancing, liquidity patterns) in sovereign bond futures and repo markets.
    • Develop time-series models (SARIMA, Fourier transforms) to detect cyclical trends.
  4. Back testing & Automation 
  • Build Python-based back testing frameworks (Backtrader, Qlib) to validate strategies.
  • Automate Excel-based reporting (VBA, xlwings) for P&L attribution and risk dashboards.

Integrate Bloomberg/Refinitiv APIs for real-time data feeds.

Requirements

Education Qualifications

  • B.Tech

Work Experience

  • 0-3 years

Skill Set

  • Must have: Strong grasp of probability theory, stochastic calculus (Ito’s Lemma, SDEs), and time-series econometrics (ARIMA, VAR, GARCH).
  • Must have: Expertise in linear algebra (PCA, eigenvalue decomposition), numerical methods (Monte Carlo, PDE solvers), and optimization techniques.
  • Preferred: Knowledge of Bayesian statistics, Markov Chain Monte Carlo (MCMC), and machine learning (supervised/unsupervised learning)
  • Libraries: NumPy, Pandas, statsmodels, scikit-learn, arch (GARCH models).
  • Back testing: Backtrader, Zipline, or custom event-driven frameworks.
  • Data handling: SQL, Dask (for large datasets).
  • Power Query, pivot tables, Bloomberg Excel functions (BDP, BDH).
  • VBA scripting for various tools and automation.
  • Experience with C++/Java (low-latency systems), QuantLib (fixed income pricing), or R (statistical l).
  • Yield curve modelling (Nelson-Siegel, Svensson), duration/convexity, OIS pricing.
  • Credit spreads, CDS pricing, and bond-CDS basis arbitrage.
  • Familiarity with VaR, CVaR, stress testing, and liquidity risk metrics.
  • Understanding of CCIL, NDS-OM (Indian market infrastructure).
  • Ability to translate intuition and patterns into quant models.
  • Strong problem-solving and communication skills (must explain complex models to non-quants).
  • Comfortable working in a fast-paced work environment.

Location: Gurugram, Work hours will be aligned to APAC Markets.

Apply now