Bank Of America Sr Analyst 

India, Maharashtra, Vasai-Virar 

715248953

Responsibilities*

Primarytasks will include:

• Design and development of tech. platform and frontend for Electronic Trading Framework
• Quant research database management – data mining and analysis – building and maintaining web interface

Additionaltasks will include:

• Trading Cost Analysis (TCA) – analyze client performance of strategies Vs benchmark performance and model prediction
• Report Generation – Maintain and enhance current periodic market microstructure reports, test and implement ideas to either improve or create new reports
• Model Refinement and Validation
• Back Testing Trading Strategies
• Trade Idea generation/ Provide bespoke Client Solutions
• Trading Portfolio Optimization
• Analysis of trends in market turnover (volume) at primary, alternative and dark venues
• Attend to ad-hoc/bespoke quant requests from clients

Requirements*

• Education*
  • Bachelors or Masters in a quantitative / technical discipline with background in programming
• Certifications If Any

• Experience Range*
  • 3 – 4 years of experience

• Desired skills*
• Development experience in Q/KDB
• Programming in python
• Speaking / presentation skills in a professional setting
• Exposure to web services technologies
• Comfortable working in the linux/unix environment

• Foundational skills*
• Programming proficiency in Java, JavaScript esp. for web development
• Experience in SQL
• Good Quantitative skills. Knowledge of following is preferred:
  • Time series Analysis
  • Probability theory
  • Market Microstructure
  • Trading strategies
• Strong spreadsheet skills (MS-Excel)
• Excellent numerical and analytical skills
• Attention to details and accuracy a must
• Demonstrate ownership of task, responsibility of deliverables
• Willingness to learn
• Strong work ethic
• Strong Written and Oral Communication
• Team player

Work Timings*

9 am to 6 pm