Quance Research Capital LLP, a leading quantitative trading firm at the forefront of financial markets leveraging advanced technologies, is currently seeking an experienced Quantitative Researcher to join our dynamic team. As a Quantitative Researcher, you will play a pivotal role in developing and testing automated quant trading strategies utilizing sophisticated statistical techniques. We are specifically looking for talent from renowned institutions such as the top IITs to contribute as Quantitative Researchers. In this role, you will have the opportunity to design high-frequency trading strategies with access to market data from global exchanges. Your responsibilities will include analyzing data, identifying patterns, exploring market inefficiencies, and devising algorithms to capitalize on these time-sensitive opportunities. It is crucial that the algorithms are highly efficient as these opportunities exist for only a fraction of a second. Key Responsibilities: - Designing and conceptualizing high-frequency trading strategies - Developing and enhancing mathematical models - Modelling and analyzing large volumes of data from various exchanges daily - Exploring market microstructure to identify trading signals and opportunities - Collaborating on improving existing trading strategies - Backtesting and implementing trading models in live trading environments - Conducting research and statistical analysis to refine trading signals monetization systems - Managing a diverse portfolio and generating business-critical reports Required Skills: The ideal candidate for this role is a self-motivated individual with a strong coding background and a keen interest in financial markets and commodities. Key requirements include: - A deep quantitative/programming background with a graduate degree in Statistics, Engineering, Computer Science, Mathematics, Economics, or a related quantitative field - Minimum of 2 years of experience, preferably in High-Frequency Trading (HFT)/Algo firms - Strong knowledge of probability and statistics, including machine learning, time-series analysis, and pattern recognition - Proficiency in Python, R, and C++ - Familiarity with data science, machine learning, and market microstructure - Working knowledge of Linux is preferred - Prior trading experience is advantageous but not mandatory - Experience in a data-driven research environment - Strong interest in Machine Learning/AI techniques If you possess expertise in ML-based systems, a passion for financial markets, and trading, we encourage you to apply for this exciting opportunity. The role requires excellent analytical skills, attention to detail, the ability to work under pressure, independently, and collaboratively within a team environment.,
