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Quantitative Arbitrage Trader - Proprietary Desk
Stock Market Trading Asset & Wealth Management
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Job Description
- As an Arbitrage Trader at our company, you will be responsible for designing, developing, and managing quantitative arbitrage strategies across different asset classes. You will have the opportunity to leverage market inefficiencies and pricing anomalies through automated and semi-automated strategies. Your role will involve continuously enhancing strategy performance through statistical analysis, back-testing, and real-time monitoring. Risk management including position sizing, exposure monitoring, and performance attribution will also be a key part of your responsibilities. It is important to stay updated with market structure changes, regulatory developments, and technological shifts impacting trading efficiency.
Key Responsibilities:
- Design, develop, and manage quantitative arbitrage strategies across asset classes.
- Leverage market inefficiencies and pricing anomalies through automated and semi-automated strategies.
- Continuously enhance strategy performance using statistical analysis, back-testing, and real-time monitoring.
- Risk management, including position sizing, exposure monitoring, and performance attribution.
Qualifications Required:
- Proven track record in quantitative arbitrage trading at a proprietary desk, hedge fund, or HFT setup.
- Strong understanding of quantitative models, market micro-structure, and statistical methods.
- Hands-on experience with Python (preferred), R, C++, or similar languages for strategy development and automation.
- Ability to process large datasets, draw actionable insights, and build logic-driven trading frameworks.
- Solid grasp of risk control methodologies and real-time risk monitoring.
- Ability to make rational and fast decisions in high-stakes market environments.
- Consistent composure during volatile market conditions.
- Eagerness to learn, iterate, and evolve strategies in line with market dynamics.
- Familiarity with trading platforms, APIs, market data systems, and low-latency environments.
- Comfort working in cross-functional teams with developers, researchers, and risk professionals.
- Bachelors or Masters degree in Finance, Economics, Mathematics, Statistics, Engineering, Computer Science, or related field.
- Advanced qualifications (CFQ, FRM, CMT) are a plus.,
Skills
CPythonTestingMarket MicrostructureData ProcessingStatistical AnalysisPythonCRisk Control MethodologiesRisk ManagementRQuantitative Arbitrage TradingIf a job posting appears fraudulent, asks for payment, contains misleading information, or violates our guidelines, please report it immediately. Our team will review it promptly, Jobaaj does not charge any fee from the applicants.
About Company
Yes Securities, a subsidiary of Yes Bank, is a prominent financial service provider in India. It offers a comprehensive range of services, including investment banking, institutional equities, retail broking, and wealth management. Yes Securities leverages its strong research capabilities and innovative technology to provide insightful financial solutions and advisory services to its clients. The firm caters to both individual and corporate clients, helping them achieve their financial goals through tailored investment strategies and financial planning.
Important dates & deadlines?
Application Deadline
26 Oct 25, 01:45 PM IST
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Quantitative Arbitrage Trader - Proprietary Desk
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