8 Backtesting Jobs

• Develop, back test & optimise algo trading strategies for proprietary trading model • Use mathematical models, statistical techniques, & ML to improve performance • Analyse datasets to identify opportunities • Develop Python-based tools & automate Required Candidate profile • Ensure models accuracy & compliance • Prepare report & presentation on performance • Python, Mongo DB, C++, ML, Probability, Statistics • Understanding of financial market & NISM VIII certification

Quantitative strategists are at the cutting edge of our business, solving real-world problems through a variety of analytical methods. Working in close collaboration with traders and salespeople, our invaluable quantitative perspectives on complex financial and technical challenges power the business decisions. Within SPG, our team is responsible for utilizing modern and sophisticated quantitative techniques to enhance and further develop our Equities financing and One Delta trading capabilities. This includes traditional derivatives pricing and modelling, as well as automation of our quoting, hedging and risk management activities. YOUR IMPACT You'll be part of a diverse and talented team, applying your advanced scientific training to tackle new and exciting problems within ourSynthetic trading business. Role Responsibilities: Develop and maintain derivatives pricing modelsfor SPG, such as Equity Swaps, Futures, OTC equity derivatives etc. Scale the business by increasing automated risk management for exposures to Equity, FX etc. Expand the scope of our pricing capabilities to new underliers/payoffs, solving idiosyncratic challenges along the way. Enhance risk management by backtesting hedging strategies for One Delta products. Collaborate closely withthe trading team to ensure daily accurate risk management. Who We Look For: An ideal candidate would have strong quantitative and technical problem solving skills, drive to investigate and learn new ideas, and good judgement to deliver quick yet robust solutions. Basic Qualifications: Strong academic background in a relevant STEM field (Computer Science, Engineering, Physics or Mathematics) Strong quantitative and programming skills (Java, C++, Python) Strong interpersonal/communication skills Ability to focus both on details and on the big picture Ability to work in a dynamic and fast- paced environment and deliver accurate results quickly Ability to solve problems and to explain underlying ideas Preferred Qualifications: Knowledge and understanding of financial markets, financial modeling, a quantitative understanding of probability

Responsibilities: 1. Algorithm Development, Quantitative coding 2. Trading strategies, Development 3. Data Analysis and Modeling 4. Risk Management and Compliance 5. Technology Integration and Support Required Candidate profile Bachlors in Comp. engineer,Science,Mathematics,Physics etc Hands on in coding, backtesting, derivatives, option & algorithmic trading, Python & similar language, numeric computing & analysis, trading

Model development/validation, VAR model Basel Traffic light back testing Stress testing, Time series analysis, Benchmarking 2-5YOE - 27-29LPA 5-8YOE - 36-38LPA Bangalore- WFO NP-Imm-60 Days Rashi-9027310680/9690788890 rashibimaginators@gmail.com

1-3 years of experience working in a Portfolio Management Services (PMS) Experience in Client Onboarding, Compliance Reporting, Coordination & Operations. Job Roles and Responsibilities: Client Onboarding: Facilitate the end-to-end client onboarding process, ensuring a seamless experience for all clients, including NRI clients. Compliance Reporting: Prepare monthly and quarterly compliance reports as per SEBI regulations. Coordination & Operations: Collaborate with the fund accounting and custody teams to manage day-to-day operations. Work closely with the compliance and tax accounting teams to ensure all operations adhere to internal and external guidelines. Team Collaboration: Work effectively within small teams, demonstrating a willingness to learn and take initiative. Additional Tasks: Utilize knowledge of Tally or any ERP system to assist with accounting operations. Support other operational and administrative tasks as required. Qualification and Experience: Educational Background: Minimum of a Bachelor's degree. Professional Experience: 1-3 years of experience working in a Portfolio Management Services (PMS) role. Prior experience in onboarding NRI clients is a plus. Certifications: NISM or SEBI certifications are advantageous. Skills & Competencies: Strong analytical and problem-solving skills. Excellent communication and interpersonal skills. Ability to work independently and as part of a small, dynamic team. Familiarity with Tally or similar ERP systems is preferred. Additional Attributes: High level of integrity and attention to detail. Proactive and willing to continuously learn and adapt in a fast-paced environment.

Job Description: - Design and structure market-linked debentures tailored to client needs and market conditions. - Ensure products are compliant with regulatory requirements and align with company policies. - Innovate new features and structures to enhance product appeal and competitiveness. - Understanding of hedging requirements of the products designed - Analyze market indices, benchmarks, and economic indicators to determine suitable linkages for MLDs. - Perform risk assessments and financial modeling to evaluate product performance under various scenarios. - Maintain accurate records of product specifications & performance database of client wise/product wise MIS - Prepare detailed product documentation, including term sheets, prospectuses, and marketing material - Monitor the performance of MLD products post-launch and make adjustments as needed. Required Qualifications: - Bachelors degree in Finance, Economics, Business Administration, or a related field. - Advanced degree or professional certification (e.g., CFA, CAIA) will be a plus. - Basic understanding of Excel/Python would be preferred. Experience: - Good understanding of Statistics, Options Greeks, Back testing, Black Scholes model, VAR. - Minimum of 5 years of experience in financial product design, structured finance, or a related field. - Experience in designing non principal protected structure Skills: - Strong analytical and quantitative skills, with proficiency in financial modeling and risk analysis and ability to work with complex data sets. - Excellent understanding of financial markets, instruments, and regulatory environments. - Strong communication and presentation skills, with the ability to explain complex products to diverse audiences. - Proficiency in relevant software tools, such as Excel, Bloomberg, and financial modeling software.

• Develop, back test & optimise algo trading strategies for proprietary models • Use mathematical models, statistical techniques, & ML to improve performance • Analyse financial datasets to identify trading opportunities • Develop Python-based tools Required Candidate profile • Ensure models accuracy & compliance • Prepare report & presentation on performance • Python, Mongo DB, C++, ML, Probability, Statistics • Understanding of financial market & NISM VIII certification

Looking for- FTRB modes (development and validation), Market risk, back testing, validation of pricing and valuation models, IRRBB Required Candidate profile Pls share your CV at jatin@smrd.in