Quantitative Analyst

As a highly motivated and analytical Quant Analyst at Futures First, your role will involve supporting the development and execution of quantitative strategies across financial markets. You will have the opportunity to work on various aspects including Statistical Arbitrage & Strategy Development, Correlation & Volatility Analysis, Seasonality & Pattern Recognition, Back testing & Automation. Key Responsibilities: - Design and implement pairs, mean-reversion, and relative value strategies in fixed income such as govvies, corporate bonds, and IRS. - Apply cointegration tests like Engle-Granger and Johansen, Kalman filters, and machine learning techniques for signal generation. - Optimize execution using transaction cost analysis (TCA). - Model dynamic correlations between bonds, rates, and macro variables using techniques like PCA, copulas, and rolling regressions. - Forecast yield curve volatility using GARCH, stochastic volatility models, and implied-vol surfaces for swaptions. - Analyze calendar effects and liquidity patterns in sovereign bond futures and repo markets. - Develop time-series models to detect cyclical trends. - Build Python-based back testing frameworks to validate strategies and automate Excel-based reporting for P&L attribution and risk dashboards. - Integrate Bloomberg/Refinitiv APIs for real-time data feeds. Qualifications Required: - Education Qualifications: B.Tech - Work Experience: 0-3 years - Skill Set: - Must have a strong grasp of probability theory, stochastic calculus, time-series econometrics. - Expertise in linear algebra, numerical methods, and optimization techniques. - Preferred knowledge in Bayesian statistics, Markov Chain Monte Carlo, and machine learning. - Proficiency in libraries like NumPy, Pandas, statsmodels, scikit-learn, and arch. - Experience with back testing tools like Backtrader, Zipline, or custom event-driven frameworks. - Data handling skills in SQL, Dask, and Bloomberg Excel functions. - VBA scripting for automation. - Familiarity with C++/Java, QuantLib, or R. - Understanding of yield curve modeling, credit spreads, VaR, CCIL, and NDS-OM. - Ability to translate intuition and patterns into quant models. - Strong problem-solving and communication skills. Location: Gurugram, with work hours aligned to APAC Markets.,