Quant Researcher

Job Description Quantitative Researcher (25 Years Experience)Location: Gurgaon, IndiaRole Type: Full-Time | 25 Years Experience

About Kivi Capital

Kivi Capital is a fast-growing Algorithmic & High-Frequency Trading (HFT/MFT) firm specializingin building scalable, data-driven quantitative trading strategies. We combine deep statisticalresearch with robust engineering to generate consistent, risk-adjusted alpha across marketsegments.Role OverviewWe are seeking a Quantitative Researcher with 25 years of hands-on experience inquantitative research or trading strategy development. The ideal candidate will have strongexpertise in alpha research, slippage analysis, execution research, and model development inan MFT or algorithmic trading environment.You will work closely with Portfolio Managers, Traders, and the Engineering team to design, test,and optimize trading signals and execution frameworks.Key ResponsibilitiesAlpha Research & Strategy Development

• Research, design, and develop statistically sound alpha signals using market
  

microstructure, fundamental, and/or alternative datasets.

• Build and maintain predictive models, factor libraries, and optimization frameworks.
• Conduct rigorous backtesting using robust, production-grade research pipelines.
  

Slippage & Execution Research

• Analyse slippage, market impact, fill ratios, order-book behaviour, and execution
  

latency.

• Improve execution algorithms through A/B testing, regression analysis, and
  

microstructure modeling.

• Work closely with the trading team to enhance order placement logic and reduce
  

transaction costs.

• Perform microstructure research using high-frequency tick and order-book data.
  

Quant Research & Data Analysis

• Work with large-scale tick-by-tick data, order book data, and event-driven datasets.
• Conduct exploratory data analysis to identify patterns, anomalies, and model failures.
• Validate research hypotheses using statistical testing and simulation.
  

Collaboration & Deployment

• Partner with engineering to convert research into production-ready code.
• Participate in strategy monitoring, performance attribution, and live troubleshooting.
• Continuously improve research workflows, tools, and documentation.
  

Requirements

Educational & Technical Background

• Bachelor's/Master's from Tier-1 institutions (IIT/ISI/BITS or equivalent) with a high CGPA
  

(preferably 8.5+), and a strong academic record good JEE rank (preferred under 2000)
is highly desirable.

• Strong programming skills in Python (NumPy, Pandas, SciPy, scikit-learn).
• Solid understanding of statistics, probability, time-series modeling, and regression
  

methods.

• Experience handling large datasets and high-frequency data structures.
  

Experience (Mandatory)

• 25 years experience as a Quant Researcher / Quant Analyst / Alpha Researcher in an
  

algorithmic trading, prop trading, or MFT/HFT setup.

• Hands-on experience in:
• Alpha modelling
• Slippage & execution research
• Backtesting frameworks
• Data cleaning & feature engineering
  

Good to Have

• Experience with order book modelling, tick data, and microstructure research.
• Familiarity with optimization techniques (portfolio optimization, risk models).
• Basic understanding of derivatives, equities, and market structure.
• Experience deploying research into production.
  

What We Offer

• Opportunity to work on cutting-edge MFT/HFT research problems.
• Merit-driven culture with direct impact on trading performance.
• Competitive compensation with performance-linked bonuses.
• Exposure to global markets, high-frequency datasets, and advanced infrastructure.
  

Required Skills

[Python]Additional InformationNA