Intern Financial Market Analyst (Quantitative Mathematics)

As an Intern Financial Market Analyst (Quantitative Mathematics) at our location in Jaipur, India, you will be responsible for Strategy Ideation & Prototyping. Your role involves formulating quantitative trading hypotheses based on mathematical constructs such as time-series patterns, stochastic processes, statistical arbitrage, and volatility-based signals. Utilize tools from probability theory, linear algebra, calculus, or signal processing to design rule-based models that respond to market conditions. Explore ideas inspired by physical systems such as mean-reverting dynamics (harmonic oscillators), momentum (inertia), and diffusion, and adapt them into simplified trading signals. Convert mathematical logic into parameterized models with testable conditions and evaluate preliminary strategies using historical data and simplified backtesting tools provided within the internal trading platform. In the collaborative model development aspect of the job, you will work with internal developers to translate logic and conditions into code-compatible formats. You will learn how trading rules are implemented using SDK-based infrastructure and Lua-based scripting. Real-time strategy testing is a crucial part of the role where you deploy your ideas in a test environment, observe their performance using live data, and use feedback to iterate and improve strategy quality and robustness. It is essential to understand practical trading constraints like risk management, execution delays, and edge preservation. This position is ideal for final year students or recent graduates with a strong foundation in logic and analytical thinking and an eagerness to apply theoretical knowledge in real-world financial markets. To be eligible, you should be a final year student or recent graduate in Mathematics, Physics, Engineering, or any quantitative discipline. A strong interest in numbers, logic, and patterns is required, along with a basic understanding of algebra, probability, or statistics. Exposure to coding (e.g., Python, C, or Excel macros) is a bonus but not necessary. Curiosity about markets or decision-making under uncertainty and being self-driven, eager to experiment, and open to feedback are qualities we value. We offer direct market exposure, hands-on learning, mentorship, merit-based growth opportunities, and freedom to explore your ideas. Top performers may get capital allocation and transition into trading roles. The date of joining for this role is July 2025. Candidates who have taken our recruitment process within the last 1 year are not eligible to apply.,