Institutional Equity Division - Vice President, Quantitative Researcher – Algorithmic Trading (Mumbai)
MumbaiFull-time3–6 yrsPosted 3 weeks ago
Mid-level data science role at Morgan Stanley in Mumbai. Needs 3+ years and a B.Tech, B.E. or B.Sc.
About the role
Institutional Equity Division - Vice President, Quantitative Researcher – Algorithmic Trading (Mumbai) at Morgan Stanley. Research and develop quantitative techniques to improve the performance, execution quality and trading outcomes of MSET's algorithmic trading products.
What you'll do
- Research and develop quantitative techniques to improve the performance, execution quality and trading outcomes of MSET's algorithmic trading products
- Apply concepts from high-frequency trading and market making to algorithmic execution, including short-horizon price prediction, order placement, liquidity capture
- Analyze large-scale full-depth order book and order-level (Level 3) market data to understand market behaviour and identify opportunities to improve trading decisions
- Develop quantitative models, signals and features using order flow, liquidity
- Apply rigorous statistical techniques including time-series analysis, statistical inference and predictive modelling to evaluate research hypotheses and identify robust…
What you need
- Python
- Statistics
- C++
- Data analysis
- Java
- Rust
Good to have
- Physics
- Lab testing